+189.4%
COST vs RKT
-8.7%
+198.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | -3.2% | +6.0% | -9.2% | -3.5% |
| 30D | -4.0% | +0.7% | -4.6% | -4.1% |
| 3M | -6.5% | +11.8% | -18.3% | -7.3% |
| 6M | -8.5% | -7.6% | -0.9% | -8.6% |
| YTD | +6.0% | -28.7% | +34.7% | +7.4% |
| 1Y | -5.8% | -32.6% | +26.8% | -4.5% |
| 3Y | +71.8% | +42.1% | +29.7% | +62.0% |
| 5Y | +106.2% | -7.2% | +113.4% | +92.1% |
| All | +189.4% | -8.7% | +198.1% | +166.4% |
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