+95.2%
RDDT vs ACGL
+25.5%
+69.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +3.5% | +2.2% | +1.4% | +3.4% |
| 30D | -33.7% | +12.3% | -46.1% | -34.5% |
| 3M | -37.7% | +11.8% | -49.5% | -38.4% |
| 6M | -36.1% | +17.5% | -53.6% | -37.0% |
| YTD | -57.2% | +14.3% | -71.4% | -57.8% |
| 1Y | -48.0% | +18.2% | -66.2% | -49.2% |
| All | +95.2% | +25.5% | +69.7% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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