+37.5%
MA vs RDDT
+109.5%
-71.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +1.3% | +3.5% | -2.2% | +1.1% |
| 30D | +9.6% | -33.7% | +43.4% | +11.4% |
| 3M | +16.8% | -37.7% | +54.5% | +18.8% |
| 6M | +35.2% | -36.1% | +71.3% | +36.9% |
| YTD | +16.6% | -57.2% | +73.7% | +19.5% |
| 1Y | +19.8% | -48.0% | +67.8% | +21.7% |
| All | +37.5% | +109.5% | -71.9% | +32.9% |
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