-52.2%
RDDT vs COPX
+22.8%
-75.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.8% | -2.1% | -6.1% |
| 7D | -27.6% | -7.5% | -20.1% | -25.4% |
| 30D | -37.0% | -18.6% | -18.4% | -33.2% |
| 3M | -39.6% | -19.0% | -20.6% | -36.2% |
| 6M | -45.3% | -9.9% | -35.4% | -44.7% |
| YTD | -59.2% | -1.8% | -57.3% | -59.8% |
| 1Y | -52.2% | +21.6% | -73.8% | -59.6% |
| All | -52.2% | +22.8% | -75.0% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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