+190.3%
RDDT vs ABCL
+130.2%
+60.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.5% |
| 7D | -7.4% | -2.7% | -4.6% | -7.0% |
| 30D | -7.7% | +18.3% | -26.0% | -10.1% |
| 3M | -17.8% | +108.5% | -126.3% | -27.4% |
| 6M | +5.5% | +213.9% | -208.5% | -12.7% |
| YTD | -36.3% | +223.1% | -259.4% | -47.9% |
| 1Y | -39.0% | +160.6% | -199.6% | -49.3% |
| All | +190.3% | +130.2% | +60.1% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling