+32.1%
GLW vs RKT
-7.0%
+39.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.9% | +8.4% | +9.1% |
| 7D | -5.9% | +10.3% | -16.2% | -7.4% |
| 30D | -26.0% | +32.3% | -58.3% | -29.8% |
| 3M | -29.9% | +10.7% | -40.6% | -31.4% |
| 6M | -37.8% | -3.2% | -34.6% | -37.7% |
| YTD | +33.1% | -21.5% | +54.7% | +29.9% |
| All | +32.1% | -7.0% | +39.1% | +24.1% |
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