-4.1%
XLY vs RKT
-38.3%
+34.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | -6.3% | +4.6% | -0.6% |
| 30D | -4.2% | -6.2% | +2.0% | -3.2% |
| 3M | -2.7% | -1.9% | -0.8% | -2.8% |
| 6M | -0.6% | -13.0% | +12.4% | +0.3% |
| YTD | -5.0% | -31.9% | +26.9% | -1.7% |
| 1Y | -4.1% | -37.6% | +33.5% | -0.5% |
| All | -4.1% | -38.3% | +34.2% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RKT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling