-32.6%
RKT vs COO
-2.5%
-30.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -0.1% |
| 7D | +6.0% | -2.3% | +8.3% | +7.5% |
| 30D | +0.7% | -8.8% | +9.5% | +6.2% |
| 3M | +11.8% | +1.3% | +10.5% | +11.2% |
| 6M | -7.6% | -11.6% | +3.9% | -0.2% |
| YTD | -28.7% | -17.4% | -11.3% | -20.2% |
| 1Y | -32.6% | -1.6% | -31.0% | -30.5% |
| All | -32.6% | -2.5% | -30.1% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling