-7.2%
RKT vs COR
+180.8%
-188.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | +6.0% | -1.9% | +7.9% | +6.1% |
| 30D | +0.7% | +1.5% | -0.9% | +0.6% |
| 3M | +11.8% | +18.7% | -6.9% | +10.2% |
| 6M | -7.6% | -9.0% | +1.4% | -7.1% |
| YTD | -28.7% | -3.3% | -25.4% | -28.6% |
| 1Y | -32.6% | +9.8% | -42.4% | -33.2% |
| 3Y | +42.1% | +87.4% | -45.3% | +24.8% |
| 5Y | -7.2% | +180.5% | -187.7% | -32.9% |
| All | -7.2% | +180.8% | -188.0% | -32.9% |
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