+208.0%
RDDT vs CSX
+34.3%
+173.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.4% | +4.7% | +5.6% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.5% | -1.5% | +1.0% | 0.0% |
| 3M | -9.8% | +6.0% | -15.8% | -12.1% |
| 6M | +15.8% | +20.6% | -4.8% | +6.2% |
| YTD | -32.4% | +36.5% | -68.9% | -41.6% |
| 1Y | -40.0% | +55.0% | -95.0% | -51.4% |
| All | +208.0% | +34.3% | +173.6% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling