+11.9%
COST vs RDDT
-48.8%
+60.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.0% | -3.3% | +2.9% |
| 7D | +6.6% | -24.4% | +31.0% | +5.6% |
| 30D | +13.5% | -32.3% | +45.7% | +11.9% |
| 3M | +10.6% | -36.3% | +46.9% | +8.9% |
| 6M | +3.6% | -39.7% | +43.4% | +2.2% |
| YTD | +22.1% | -55.7% | +77.7% | +19.8% |
| 1Y | +11.9% | -45.7% | +57.6% | +10.0% |
| All | +11.9% | -48.8% | +60.7% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 1y: compounded portfolio wealth divided by compounded RDDT 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…
1y analysis · Full analysis span regression · 6 months rolling