+48.5%
LLY vs RDDT
+211.6%
-163.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | -3.1% | -7.4% | +4.3% | -2.9% |
| 30D | -8.6% | -7.7% | -0.9% | -8.5% |
| 3M | -1.6% | -17.8% | +16.1% | -1.3% |
| 6M | +11.8% | +5.5% | +6.4% | +11.1% |
| YTD | +5.1% | -36.3% | +41.4% | +6.2% |
| 1Y | +50.7% | -39.0% | +89.8% | +52.1% |
| All | +48.5% | +211.6% | -163.1% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling