-22.2%
RKT vs COO
-6.7%
-15.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | +2.1% | -2.2% | +4.3% | +3.5% |
| 30D | +1.4% | -7.0% | +8.5% | +5.7% |
| 3M | +6.3% | +12.2% | -5.9% | -0.6% |
| 6M | -15.5% | -15.1% | -0.3% | -7.3% |
| YTD | -27.4% | -15.1% | -12.3% | -20.6% |
| 1Y | -26.6% | +2.3% | -28.9% | -28.0% |
| 3Y | +41.2% | -23.7% | +64.9% | +58.1% |
| 5Y | -6.4% | -38.9% | +32.5% | +5.1% |
| All | -22.2% | -6.7% | -15.5% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling