-3.6%
COST vs RDDT
-31.4%
+27.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -1.1% |
| 7D | -3.1% | +1.0% | -4.1% | -3.1% |
| 30D | -2.8% | -0.5% | -2.3% | -2.7% |
| 3M | -5.7% | -16.0% | +10.3% | -6.1% |
| 6M | -8.8% | +4.9% | -13.6% | -7.8% |
| YTD | +6.7% | -32.8% | +39.5% | +6.1% |
| 1Y | -3.6% | -33.5% | +29.8% | -4.4% |
| All | -3.6% | -31.4% | +27.7% | -4.4% |
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