+133.9%
CSCO vs RDDT
+211.6%
-77.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | 0.0% | -7.4% | +7.3% | +0.3% |
| 30D | -10.7% | -7.7% | -3.0% | -10.5% |
| 3M | -8.7% | -17.8% | +9.0% | -8.3% |
| 6M | +44.9% | +5.5% | +39.4% | +43.5% |
| YTD | +44.1% | -36.3% | +80.4% | +45.5% |
| 1Y | +65.9% | -39.0% | +104.9% | +67.3% |
| All | +133.9% | +211.6% | -77.6% | +122.4% |
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