+13.1%
GEV vs RDDT
+16.8%
-3.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.5% |
| 7D | +1.6% | +2.1% | -0.5% | +1.5% |
| 30D | -7.9% | +2.8% | -10.8% | -8.3% |
| 3M | +5.6% | -8.9% | +14.6% | +5.8% |
| 6M | +13.1% | +15.1% | -2.0% | +6.7% |
| All | +13.1% | +16.8% | -3.8% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling