+7.8%
LQD vs RDDT
+230.5%
-222.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.0% | -1.0% |
| 7D | -1.1% | -0.4% | -0.7% | -1.1% |
| 30D | -1.1% | -0.5% | -0.6% | -1.1% |
| 3M | -2.3% | -9.8% | +7.4% | -2.3% |
| 6M | -2.9% | +15.8% | -18.7% | -3.2% |
| YTD | -2.3% | -32.4% | +30.1% | -2.2% |
| 1Y | -2.2% | -40.0% | +37.9% | -2.0% |
| All | +7.8% | +230.5% | -222.7% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling