+212.8%
RDDT vs ACN
-47.1%
+259.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.8% | +0.8% |
| 7D | +2.1% | -1.5% | +3.7% | +2.5% |
| 30D | +2.8% | +2.1% | +0.7% | +2.3% |
| 3M | -8.9% | +11.1% | -20.0% | -12.0% |
| 6M | +15.1% | -6.8% | +21.9% | +17.5% |
| YTD | -31.4% | -30.0% | -1.3% | -23.4% |
| 1Y | -39.4% | -23.1% | -16.3% | -34.5% |
| All | +212.8% | -47.1% | +259.8% | +277.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 3y: compounded portfolio wealth divided by compounded ACN 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…
3y analysis · Full analysis span regression · 6 months rolling