+15.7%
GS vs RDDT
-50.7%
+66.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.8% | +4.4% | -0.7% |
| 7D | +5.1% | +6.1% | -1.0% | +4.4% |
| 30D | +2.4% | -35.9% | +38.3% | +6.6% |
| 3M | -11.5% | -35.1% | +23.6% | -8.3% |
| 6M | -2.5% | -34.7% | +32.1% | +0.3% |
| YTD | +5.5% | -56.7% | +62.2% | +6.1% |
| All | +15.7% | -50.7% | +66.3% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling