+363.2%
COP vs RKT
-9.3%
+372.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.4% | -9.0% | +13.4% | +4.4% |
| 30D | 0.0% | +30.2% | -30.2% | -0.2% |
| 3M | +15.0% | -8.8% | +23.9% | +15.1% |
| 6M | +22.0% | -0.9% | +22.9% | +21.8% |
| YTD | +55.3% | -29.2% | +84.5% | +56.2% |
| 1Y | +64.1% | -20.1% | +84.2% | +64.3% |
| 3Y | +34.1% | +81.3% | -47.3% | +28.2% |
| 5Y | +133.4% | -6.6% | +140.0% | +123.5% |
| All | +363.2% | -9.3% | +372.5% | +338.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling