+35.8%
ARM vs RDDT
+109.9%
-74.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.1% |
| 7D | -10.4% | +2.6% | -13.0% | -10.8% |
| 30D | -31.8% | -38.3% | +6.5% | -24.1% |
| 3M | -32.2% | -37.8% | +5.6% | -25.3% |
| 6M | -14.9% | -36.7% | +21.8% | -8.4% |
| YTD | +66.0% | -57.1% | +123.1% | +93.1% |
| 1Y | +17.2% | -51.7% | +68.9% | +31.7% |
| All | +35.8% | +109.9% | -74.1% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling