+81.3%
RKT vs CCJ
+67.4%
+14.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -9.0% | -0.8% | -8.2% | -8.8% |
| 30D | +30.2% | -13.2% | +43.4% | +32.4% |
| 3M | -8.8% | -27.6% | +18.8% | -4.8% |
| 6M | -0.9% | -38.7% | +37.8% | +5.6% |
| YTD | -29.2% | -22.7% | -6.5% | -25.3% |
| 1Y | -20.1% | -17.6% | -2.5% | -15.9% |
| 3Y | +81.3% | +62.7% | +18.6% | +89.9% |
| All | +81.3% | +67.4% | +14.0% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling