+337.8%
COP vs RKT
+0.4%
+337.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | -8.4% | +10.3% | -18.7% | -8.5% |
| 30D | +0.3% | +32.3% | -32.0% | +0.1% |
| 3M | +15.1% | +10.7% | +4.4% | +15.0% |
| 6M | +19.8% | -3.2% | +22.9% | +19.9% |
| YTD | +46.8% | -21.5% | +68.4% | +47.6% |
| 1Y | +59.7% | -6.0% | +65.8% | +59.5% |
| 3Y | +28.7% | +104.2% | -75.5% | +22.9% |
| 5Y | +110.7% | +2.5% | +108.2% | +101.7% |
| All | +337.8% | +0.4% | +337.3% | +314.6% |
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