+208.0%
RDDT vs ACGL
+10.1%
+197.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | -0.4% | -3.6% | +3.2% | -0.1% |
| 30D | -0.5% | -2.1% | +1.6% | -0.3% |
| 3M | -9.8% | +5.4% | -15.2% | -9.9% |
| 6M | +15.8% | 0.0% | +15.8% | +16.0% |
| YTD | -32.4% | +0.3% | -32.7% | -32.5% |
| 1Y | -40.0% | +6.2% | -46.2% | -41.1% |
| All | +208.0% | +10.1% | +197.9% | +211.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling