+4.4%
RDW vs COR
+237.1%
-232.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | +4.8% | -4.8% | +9.6% | +5.0% |
| 30D | -19.5% | -3.7% | -15.9% | -19.5% |
| 3M | -26.9% | +14.3% | -41.2% | -27.5% |
| 6M | +17.8% | -8.5% | +26.3% | +19.1% |
| YTD | +43.0% | -4.4% | +47.4% | +44.8% |
| 1Y | +32.1% | +9.1% | +22.9% | +30.9% |
| 3Y | +250.6% | +85.2% | +165.4% | +218.5% |
| 5Y | -6.6% | +180.7% | -187.3% | -19.0% |
| All | +4.4% | +237.1% | -232.7% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling