+104.7%
COST vs RKT
-11.7%
+116.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | -2.5% | -7.2% | +4.8% | -1.9% |
| 30D | -4.4% | -7.9% | +3.4% | -3.9% |
| 3M | -8.1% | +5.2% | -13.3% | -8.9% |
| 6M | -9.2% | -14.9% | +5.7% | -8.7% |
| YTD | +5.1% | -31.9% | +37.0% | +7.6% |
| 1Y | -5.1% | -36.9% | +31.8% | -2.3% |
| 3Y | +70.4% | +35.7% | +34.6% | +50.9% |
| 5Y | +104.7% | -9.7% | +114.4% | +83.6% |
| All | +104.7% | -11.7% | +116.4% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling