+206.2%
RDDT vs ABCL
+138.1%
+68.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | +1.0% | +0.7% | +0.2% | +0.9% |
| 30D | -0.5% | +93.1% | -93.6% | -10.5% |
| 3M | -16.0% | +79.4% | -95.4% | -24.1% |
| 6M | +4.9% | +214.9% | -210.0% | -13.2% |
| YTD | -32.8% | +234.2% | -267.0% | -45.3% |
| 1Y | -33.5% | +174.8% | -208.2% | -45.1% |
| All | +206.2% | +138.1% | +68.1% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling