+212.8%
RDDT vs COR
+35.7%
+177.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +2.1% | -2.8% | +5.0% | +1.4% |
| 30D | +2.8% | +2.6% | +0.3% | +3.5% |
| 3M | -8.9% | +14.5% | -23.4% | -5.3% |
| 6M | +15.1% | -7.8% | +22.9% | +11.8% |
| YTD | -31.4% | -4.2% | -27.1% | -31.4% |
| 1Y | -39.4% | +7.0% | -46.5% | -34.0% |
| All | +212.8% | +35.7% | +177.1% | +332.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling