+95.2%
RDDT vs CSX
+42.6%
+52.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +3.5% | +6.0% | -2.4% | +1.6% |
| 30D | -33.7% | +7.8% | -41.6% | -35.3% |
| 3M | -37.7% | +4.1% | -41.8% | -38.5% |
| 6M | -36.1% | +17.9% | -54.0% | -40.1% |
| YTD | -57.2% | +44.9% | -102.1% | -63.6% |
| 1Y | -48.0% | +51.1% | -99.2% | -56.8% |
| All | +95.2% | +42.6% | +52.6% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling