+97.4%
RDDT vs ABCL
+142.1%
-44.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.8% | -3.0% | -5.4% |
| 7D | +6.1% | +4.4% | +1.7% | +5.4% |
| 30D | -35.9% | -7.9% | -28.0% | -35.0% |
| 3M | -35.1% | +12.2% | -47.3% | -36.4% |
| 6M | -34.7% | +134.7% | -169.4% | -43.4% |
| YTD | -56.7% | +239.8% | -296.5% | -64.9% |
| 1Y | -50.9% | +192.7% | -243.6% | -59.4% |
| All | +97.4% | +142.1% | -44.7% | +22.7% |
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