+190.3%
RDDT vs ACI
-38.8%
+229.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -2.0% |
| 7D | -7.4% | -5.0% | -2.3% | -7.5% |
| 30D | -7.7% | -2.3% | -5.4% | -7.8% |
| 3M | -17.8% | -23.2% | +5.4% | -18.8% |
| 6M | +5.5% | -29.5% | +34.9% | +4.0% |
| YTD | -36.3% | -28.6% | -7.7% | -37.5% |
| 1Y | -39.0% | -34.0% | -5.0% | -39.4% |
| All | +190.3% | -38.8% | +229.1% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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