-25.7%
RKT vs COO
-14.9%
-10.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.2% | +3.5% | +0.8% |
| 7D | -1.0% | -9.0% | +8.0% | +4.4% |
| 30D | -2.4% | -16.8% | +14.4% | +8.2% |
| 3M | +1.9% | -7.5% | +9.4% | +6.6% |
| 6M | -13.9% | -16.3% | +2.4% | -4.9% |
| YTD | -30.6% | -22.5% | -8.1% | -20.2% |
| 1Y | -34.4% | -7.0% | -27.4% | -32.1% |
| 3Y | +38.2% | -27.5% | +65.6% | +58.4% |
| 5Y | -9.7% | -43.3% | +33.7% | +6.7% |
| All | -25.7% | -14.9% | -10.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling