-5.7%
COF vs RKT
-38.3%
+32.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -5.1% | -6.3% | +1.1% | -3.7% |
| 30D | -6.0% | -6.2% | +0.2% | -4.8% |
| 3M | +14.8% | -1.9% | +16.7% | +14.5% |
| 6M | +15.3% | -13.0% | +28.3% | +17.0% |
| YTD | -13.0% | -31.9% | +18.9% | -8.2% |
| 1Y | -5.7% | -37.6% | +31.9% | -0.5% |
| All | -5.7% | -38.3% | +32.6% | -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