+23.6%
COST vs RDDT
+235.7%
-212.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -1.2% | +2.1% | -3.3% | -1.3% |
| 30D | -4.7% | +2.8% | -7.5% | -4.9% |
| 3M | -7.1% | -8.9% | +1.8% | -7.2% |
| 6M | -8.5% | +15.1% | -23.6% | -9.7% |
| YTD | +5.4% | -31.4% | +36.7% | +6.5% |
| 1Y | -5.6% | -39.4% | +33.8% | -4.2% |
| All | +23.6% | +235.7% | -212.1% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling