+76.1%
BAC vs RDDT
+217.8%
-141.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.3% |
| 7D | +1.2% | +3.3% | -2.1% | +0.9% |
| 30D | -0.7% | -7.6% | +6.9% | -0.4% |
| 3M | +16.9% | -12.7% | +29.6% | +17.2% |
| 6M | +29.6% | +7.2% | +22.4% | +27.8% |
| YTD | +15.3% | -35.0% | +50.3% | +16.8% |
| 1Y | +28.8% | -35.0% | +63.9% | +30.1% |
| All | +76.1% | +217.8% | -141.8% | +68.7% |
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