+1.7%
RKT vs COO
-41.6%
+43.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.7% |
| 7D | +17.7% | +4.7% | +12.9% | +14.6% |
| 30D | +31.6% | +13.9% | +17.7% | +21.6% |
| 3M | +13.9% | -14.9% | +28.9% | +24.7% |
| 6M | +2.8% | +2.0% | +0.8% | -0.2% |
| YTD | -22.2% | -23.9% | +1.7% | -8.8% |
| 1Y | -3.5% | -9.6% | +6.1% | +1.2% |
| 3Y | +95.3% | -25.4% | +120.7% | +116.3% |
| All | +1.7% | -41.6% | +43.3% | +31.5% |
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 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