+37.7%
DIA vs RDDT
+217.8%
-180.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -1.0% |
| 7D | +0.1% | +3.3% | -3.2% | -0.1% |
| 30D | -2.1% | -7.6% | +5.6% | -1.8% |
| 3M | +4.2% | -12.7% | +16.9% | +4.4% |
| 6M | +11.9% | +7.2% | +4.7% | +10.6% |
| YTD | +10.8% | -35.0% | +45.8% | +12.1% |
| 1Y | +17.5% | -35.0% | +52.6% | +18.5% |
| All | +37.7% | +217.8% | -180.2% | +29.9% |
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 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