+142.1%
C vs RDDT
+230.5%
-88.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | 0.0% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +2.0% | -0.5% | +2.6% | +1.9% |
| 3M | +4.4% | -9.8% | +14.2% | +4.5% |
| 6M | +28.3% | +15.8% | +12.5% | +24.9% |
| YTD | +20.5% | -32.4% | +52.9% | +22.4% |
| 1Y | +45.5% | -40.0% | +85.6% | +48.7% |
| All | +142.1% | +230.5% | -88.5% | +117.0% |
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