+151.0%
CRWD vs RDDT
+235.7%
-84.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | -3.0% | +2.1% | -5.1% | -3.4% |
| 30D | -6.8% | +2.8% | -9.6% | -7.8% |
| 3M | +19.6% | -8.9% | +28.5% | +19.4% |
| 6M | +87.1% | +15.1% | +72.0% | +77.1% |
| YTD | +76.4% | -31.4% | +107.8% | +82.8% |
| 1Y | +90.8% | -39.4% | +130.3% | +100.6% |
| All | +151.0% | +235.7% | -84.7% | +93.4% |
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