+90.8%
LLY vs RDDT
+109.5%
-18.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.3% |
| 7D | +6.7% | +3.5% | +3.2% | +6.6% |
| 30D | +19.6% | -33.7% | +53.3% | +20.7% |
| 3M | +19.7% | -37.7% | +57.4% | +20.9% |
| 6M | +42.7% | -36.1% | +78.9% | +43.6% |
| YTD | +35.1% | -57.2% | +92.3% | +37.7% |
| 1Y | +42.2% | -48.0% | +90.2% | +43.7% |
| All | +90.8% | +109.5% | -18.6% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling