-6.1%
RDW vs COR
+180.1%
-186.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +0.9% | -2.8% | +3.7% | +0.9% |
| 30D | -21.3% | +2.6% | -23.8% | -21.4% |
| 3M | -37.9% | +14.5% | -52.3% | -38.4% |
| 6M | +12.3% | -7.8% | +20.1% | +13.7% |
| YTD | +39.7% | -4.2% | +44.0% | +41.8% |
| 1Y | +25.7% | +7.0% | +18.7% | +24.9% |
| 3Y | +230.8% | +85.5% | +145.3% | +195.2% |
| All | -6.1% | +180.1% | -186.2% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling