+16.9%
MSFT vs RDDT
+230.5%
-213.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.1% | -5.9% | -0.4% |
| 7D | -3.5% | -0.4% | -3.0% | -3.4% |
| 30D | -2.1% | -0.5% | -1.5% | -2.2% |
| 3M | +24.2% | -9.8% | +34.0% | +24.2% |
| 6M | +21.9% | +15.8% | +6.0% | +18.8% |
| YTD | +2.5% | -32.4% | +34.9% | +4.1% |
| 1Y | -0.8% | -40.0% | +39.3% | +1.3% |
| All | +16.9% | +230.5% | -213.6% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling