+466.2%
GLW vs RKT
-7.0%
+473.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.8% |
| 7D | +3.8% | +2.1% | +1.7% | +3.5% |
| 30D | -1.3% | +1.4% | -2.8% | -1.7% |
| 3M | -21.8% | +6.3% | -28.1% | -22.6% |
| 6M | +6.9% | -15.5% | +22.3% | +8.0% |
| YTD | +77.2% | -27.4% | +104.5% | +80.6% |
| 1Y | +123.2% | -26.6% | +149.8% | +126.8% |
| 3Y | +400.0% | +41.2% | +358.8% | +360.6% |
| 5Y | +342.8% | -6.4% | +349.2% | +304.1% |
| All | +466.2% | -7.0% | +473.2% | +400.8% |
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