-45.7%
RDDT vs COF
-4.4%
-41.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.1% | +7.1% | +6.8% |
| 7D | -24.4% | +0.7% | -25.1% | -24.5% |
| 30D | -32.3% | +5.7% | -38.0% | -34.7% |
| 3M | -36.3% | -6.7% | -29.6% | -32.7% |
| 6M | -39.7% | +9.5% | -49.2% | -42.7% |
| YTD | -55.7% | -13.9% | -41.8% | -53.7% |
| 1Y | -45.7% | -5.1% | -40.7% | -49.7% |
| All | -45.7% | -4.4% | -41.3% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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