+48.5%
LLY vs RDDT
-39.5%
+87.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -0.6% |
| 7D | -2.9% | +2.1% | -5.1% | -2.9% |
| 30D | -8.4% | +2.8% | -11.3% | -8.4% |
| 3M | -3.8% | -8.9% | +5.2% | -3.7% |
| 6M | +11.9% | +15.1% | -3.1% | +12.5% |
| YTD | +4.3% | -31.4% | +35.7% | +4.4% |
| 1Y | +48.5% | -39.4% | +87.9% | +40.1% |
| All | +48.5% | -39.5% | +87.9% | +40.1% |
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