-33.5%
RDDT vs COR
+12.8%
-46.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -1.0% |
| 7D | +1.0% | +2.8% | -1.8% | +1.0% |
| 30D | -0.5% | +4.5% | -5.0% | -0.3% |
| 3M | -16.0% | +22.7% | -38.7% | -15.6% |
| 6M | +4.9% | -9.7% | +14.6% | +5.3% |
| YTD | -32.8% | -1.4% | -31.4% | -30.3% |
| 1Y | -33.5% | +13.9% | -47.4% | -20.6% |
| All | -33.5% | +12.8% | -46.3% | -20.6% |
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