-6.3%
RKT vs COO
-38.8%
+32.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.2% |
| 7D | +2.1% | -2.2% | +4.3% | +3.7% |
| 30D | +1.4% | -7.0% | +8.5% | +6.2% |
| 3M | +6.3% | +12.2% | -5.9% | -1.5% |
| 6M | -15.5% | -15.1% | -0.3% | -6.2% |
| YTD | -27.4% | -15.1% | -12.3% | -19.7% |
| 1Y | -26.6% | +2.3% | -28.9% | -28.3% |
| 3Y | +41.2% | -23.7% | +64.9% | +59.4% |
| All | -6.3% | -38.8% | +32.5% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling