+196.2%
RDDT vs PCOR
-30.9%
+227.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -1.9% |
| 7D | +3.3% | -6.9% | +10.2% | +6.6% |
| 30D | -7.6% | -1.5% | -6.1% | -7.9% |
| 3M | -12.7% | +18.5% | -31.2% | -21.3% |
| 6M | +7.2% | -4.7% | +11.8% | +5.9% |
| YTD | -35.0% | -22.8% | -12.2% | -29.1% |
| 1Y | -35.0% | -20.7% | -14.3% | -30.3% |
| All | +196.2% | -30.9% | +227.0% | +229.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling