+97.8%
ARM vs RDDT
+211.6%
-113.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.5% |
| 7D | +12.5% | -7.4% | +19.9% | +14.5% |
| 30D | -1.4% | -7.7% | +6.4% | 0.0% |
| 3M | -18.7% | -17.8% | -0.9% | -16.5% |
| 6M | +124.6% | +5.5% | +119.2% | +114.8% |
| YTD | +141.7% | -36.3% | +178.0% | +158.5% |
| 1Y | +87.7% | -39.0% | +126.7% | +100.5% |
| All | +97.8% | +211.6% | -113.8% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling