+190.3%
RDDT vs ABT
-1.0%
+191.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -7.4% | -4.7% | -2.6% | -7.7% |
| 30D | -7.7% | -3.1% | -4.6% | -7.9% |
| 3M | -17.8% | +16.1% | -33.9% | -16.4% |
| 6M | +5.5% | -5.3% | +10.8% | +5.1% |
| YTD | -36.3% | -14.4% | -21.8% | -37.3% |
| 1Y | -39.0% | -18.4% | -20.6% | -40.2% |
| All | +190.3% | -1.0% | +191.3% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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