-12.4%
AAL vs RDDT
+211.6%
-224.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.5% |
| 7D | -1.3% | -7.4% | +6.1% | -0.3% |
| 30D | -13.7% | -7.7% | -6.0% | -13.0% |
| 3M | -8.2% | -17.8% | +9.6% | -6.7% |
| 6M | +13.1% | +5.5% | +7.7% | +10.3% |
| YTD | -15.6% | -36.3% | +20.7% | -12.6% |
| 1Y | +1.4% | -39.0% | +40.4% | +4.7% |
| All | -12.4% | +211.6% | -224.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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