-16.0%
RKT vs COO
-14.3%
-1.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.7% | -0.5% |
| 7D | +10.3% | +4.3% | +6.0% | +7.9% |
| 30D | +32.3% | +17.6% | +14.7% | +21.2% |
| 3M | +10.7% | -13.9% | +24.6% | +19.2% |
| 6M | -3.2% | +6.6% | -9.7% | -7.7% |
| YTD | -21.5% | -22.0% | +0.5% | -10.9% |
| 1Y | -6.0% | -8.8% | +2.8% | -2.2% |
| 3Y | +104.2% | -21.5% | +125.7% | +120.1% |
| 5Y | +2.5% | -41.0% | +43.5% | +19.4% |
| All | -16.0% | -14.3% | -1.7% | -8.8% |
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 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