+101.4%
GLD vs RDDT
+228.6%
-127.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | +1.0% | -1.5% | -0.6% |
| 30D | +4.4% | -0.5% | +4.9% | +4.3% |
| 3M | -1.1% | -16.0% | +14.9% | -0.9% |
| 6M | -13.8% | +4.9% | -18.7% | -14.1% |
| YTD | +2.6% | -32.8% | +35.4% | +2.9% |
| 1Y | +24.5% | -33.5% | +58.0% | +24.6% |
| All | +101.4% | +228.6% | -127.2% | +91.6% |
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