+23.2%
COST vs RDDT
+230.5%
-207.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.2% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | -4.4% | -0.5% | -3.9% | -4.5% |
| 3M | -8.1% | -9.8% | +1.7% | -8.1% |
| 6M | -9.2% | +15.8% | -25.1% | -10.4% |
| YTD | +5.1% | -32.4% | +37.5% | +6.3% |
| 1Y | -5.1% | -40.0% | +34.9% | -3.6% |
| All | +23.2% | +230.5% | -207.3% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling