-10.4%
RKT vs CCJ
-26.2%
+15.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +9.1% |
| 7D | +29.7% | -14.5% | +44.2% | +36.6% |
| 30D | +28.5% | -18.1% | +46.6% | +37.2% |
| 3M | +6.4% | -23.0% | +29.4% | +16.4% |
| 6M | +7.1% | -39.4% | +46.5% | +28.6% |
| YTD | -22.5% | -21.7% | -0.8% | -18.0% |
| 1Y | -10.4% | -25.9% | +15.5% | -1.8% |
| All | -10.4% | -26.2% | +15.8% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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