+212.8%
RDDT vs COF
+51.4%
+161.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | +2.1% | -5.1% | +7.3% | +6.0% |
| 30D | +2.8% | -6.0% | +8.8% | +7.7% |
| 3M | -8.9% | +14.8% | -23.8% | -16.8% |
| 6M | +15.1% | +15.3% | -0.3% | +4.7% |
| YTD | -31.4% | -13.0% | -18.3% | -25.4% |
| 1Y | -39.4% | -5.7% | -33.7% | -37.9% |
| All | +212.8% | +51.4% | +161.4% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling