+344.5%
COP vs RKT
-11.2%
+355.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.1% |
| 7D | -0.5% | -1.0% | +0.5% | -0.5% |
| 30D | +11.7% | -2.4% | +14.1% | +11.7% |
| 3M | +17.7% | +1.9% | +15.8% | +17.5% |
| 6M | +18.3% | -13.9% | +32.2% | +18.4% |
| YTD | +49.1% | -30.6% | +79.7% | +49.9% |
| 1Y | +53.3% | -34.4% | +87.7% | +54.3% |
| 3Y | +22.2% | +38.2% | -16.0% | +17.9% |
| 5Y | +193.3% | -9.7% | +203.0% | +181.0% |
| All | +344.5% | -11.2% | +355.7% | +321.2% |
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 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