+95.2%
RDDT vs PCOR
-4.5%
+99.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | +3.5% | +3.0% | +0.5% | +2.2% |
| 30D | -33.7% | +38.7% | -72.4% | -43.0% |
| 3M | -37.7% | +24.9% | -62.6% | -44.4% |
| 6M | -36.1% | +68.8% | -104.9% | -51.5% |
| YTD | -57.2% | +6.7% | -63.9% | -59.9% |
| 1Y | -48.0% | +3.0% | -51.0% | -50.4% |
| All | +95.2% | -4.5% | +99.7% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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