+11.1%
RDW vs COR
+5.5%
+5.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.0% | -8.9% | -4.0% |
| 7D | -14.3% | +9.1% | -23.5% | -12.5% |
| 30D | -26.0% | +12.4% | -38.4% | -24.0% |
| 3M | -27.4% | +15.8% | -43.2% | -25.0% |
| 6M | -10.6% | +17.1% | -27.7% | -9.0% |
| YTD | +1.6% | +5.4% | -3.9% | +18.1% |
| 1Y | +11.1% | +3.5% | +7.5% | +28.3% |
| All | +11.1% | +5.5% | +5.6% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling