+57.3%
LLY vs RDDT
-48.8%
+106.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.4% | +0.6% |
| 7D | +10.1% | -24.4% | +34.4% | +10.1% |
| 30D | +24.0% | -32.3% | +56.3% | +24.4% |
| 3M | +27.3% | -36.3% | +63.6% | +27.7% |
| 6M | +47.0% | -39.7% | +86.7% | +47.1% |
| YTD | +32.6% | -55.7% | +88.3% | +37.1% |
| 1Y | +57.3% | -45.7% | +103.1% | +59.3% |
| All | +57.3% | -48.8% | +106.2% | +59.3% |
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