+190.3%
RDDT vs COP
+20.7%
+169.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | -7.4% | -0.5% | -6.9% | -7.3% |
| 30D | -7.7% | +11.7% | -19.5% | -9.6% |
| 3M | -17.8% | +17.7% | -35.5% | -20.5% |
| 6M | +5.5% | +18.3% | -12.9% | +0.1% |
| YTD | -36.3% | +49.1% | -85.4% | -46.1% |
| 1Y | -39.0% | +53.3% | -92.3% | -49.4% |
| All | +190.3% | +20.7% | +169.6% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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