+190.3%
RDDT vs AA
+64.2%
+126.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.4% |
| 7D | -7.4% | -0.6% | -6.7% | -7.2% |
| 30D | -7.7% | -1.6% | -6.2% | -7.6% |
| 3M | -17.8% | -29.8% | +12.0% | -9.0% |
| 6M | +5.5% | -16.6% | +22.1% | +7.6% |
| YTD | -36.3% | -4.0% | -32.3% | -39.3% |
| 1Y | -39.0% | +63.5% | -102.5% | -54.3% |
| All | +190.3% | +64.2% | +126.1% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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