+212.8%
RDDT vs ABCL
+126.9%
+85.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.0% |
| 7D | +2.1% | -4.7% | +6.9% | +2.8% |
| 30D | +2.8% | +5.2% | -2.4% | +1.8% |
| 3M | -8.9% | +106.6% | -115.6% | -19.6% |
| 6M | +15.1% | +198.4% | -183.3% | -4.1% |
| YTD | -31.4% | +218.4% | -249.8% | -43.8% |
| 1Y | -39.4% | +136.2% | -175.7% | -48.8% |
| All | +212.8% | +126.9% | +85.9% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling