+606.9%
GEV vs RDDT
+143.6%
+463.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -8.9% | -3.8% |
| 7D | -1.9% | -0.4% | -1.5% | -1.9% |
| 30D | -8.7% | -0.5% | -8.1% | -9.0% |
| 3M | +6.6% | -9.8% | +16.4% | +6.7% |
| 6M | +10.2% | +15.8% | -5.6% | +4.2% |
| YTD | +41.6% | -32.4% | +74.0% | +47.2% |
| 1Y | +43.9% | -40.0% | +83.9% | +51.6% |
| All | +606.9% | +143.6% | +463.3% | +492.0% |
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 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