+273.7%
COF vs RKT
-8.7%
+282.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.3% |
| 7D | +1.2% | +6.0% | -4.7% | +0.4% |
| 30D | -1.4% | +0.7% | -2.1% | -1.6% |
| 3M | +19.0% | +11.8% | +7.2% | +16.8% |
| 6M | +14.9% | -7.6% | +22.5% | +15.2% |
| YTD | -10.7% | -28.7% | +18.0% | -7.8% |
| 1Y | -1.3% | -32.6% | +31.3% | +2.3% |
| 3Y | +124.3% | +42.1% | +82.2% | +103.3% |
| 5Y | +51.1% | -7.2% | +58.3% | +34.9% |
| All | +273.7% | -8.7% | +282.4% | +226.8% |
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