+2.5%
RKT vs COR
+192.5%
-190.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.5% |
| 7D | +10.3% | +2.3% | +8.0% | +10.1% |
| 30D | +32.3% | +6.8% | +25.6% | +31.6% |
| 3M | +10.7% | +8.1% | +2.6% | +10.0% |
| 6M | -3.2% | +33.0% | -36.2% | -5.4% |
| YTD | -21.5% | +3.0% | -24.5% | -21.9% |
| 1Y | -6.0% | -3.4% | -2.6% | -6.0% |
| 3Y | +104.2% | +80.1% | +24.1% | +85.9% |
| 5Y | +2.5% | +194.7% | -192.2% | -24.6% |
| All | +2.5% | +192.5% | -190.0% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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