+58.5%
COP vs RKT
-11.6%
+70.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | -0.1% |
| 7D | -6.1% | +4.6% | -10.7% | -5.1% |
| 30D | +1.1% | +25.9% | -24.8% | +5.9% |
| 3M | +10.9% | +5.0% | +5.9% | +12.6% |
| 6M | +20.8% | -7.9% | +28.7% | +22.5% |
| YTD | +48.0% | -25.4% | +73.4% | +49.3% |
| 1Y | +58.5% | -15.4% | +73.9% | +58.7% |
| All | +58.5% | -11.6% | +70.1% | +58.7% |
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