-45.7%
RDDT vs COR
+5.5%
-51.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.0% | +2.0% | +5.3% |
| 7D | -24.4% | +9.1% | -33.5% | -25.4% |
| 30D | -32.3% | +12.4% | -44.7% | -33.5% |
| 3M | -36.3% | +15.8% | -52.1% | -37.6% |
| 6M | -39.7% | +17.1% | -56.8% | -40.7% |
| YTD | -55.7% | +5.4% | -61.1% | -54.7% |
| 1Y | -45.7% | +3.5% | -49.3% | -44.4% |
| All | -45.7% | +5.5% | -51.2% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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