+67.6%
XLY vs RKT
-12.8%
+80.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.2% |
| 7D | -3.9% | -7.2% | +3.4% | -2.8% |
| 30D | -6.1% | -7.9% | +1.8% | -5.1% |
| 3M | -1.2% | +5.2% | -6.3% | -2.2% |
| 6M | -1.8% | -14.9% | +13.1% | -0.4% |
| YTD | -5.9% | -31.9% | +26.0% | -2.2% |
| 1Y | -3.1% | -36.9% | +33.8% | +1.3% |
| 3Y | +36.0% | +35.7% | +0.3% | +22.8% |
| 5Y | +27.6% | -9.7% | +37.2% | +14.3% |
| All | +67.6% | -12.8% | +80.4% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling