-5.1%
COF vs RKT
-9.4%
+4.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.8% | -3.0% |
| 7D | +0.7% | +29.7% | -29.0% | -5.0% |
| 30D | +5.7% | +28.5% | -22.8% | -0.2% |
| 3M | -6.7% | +6.4% | -13.1% | -8.4% |
| 6M | +9.5% | +7.1% | +2.3% | +6.3% |
| YTD | -13.9% | -22.5% | +8.6% | -11.9% |
| 1Y | -5.1% | -10.4% | +5.4% | -7.2% |
| All | -5.1% | -9.4% | +4.4% | -7.2% |
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