+5.5%
RDDT vs ADM
+29.9%
-24.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -1.7% |
| 7D | -7.4% | +1.4% | -8.7% | -7.2% |
| 30D | -7.7% | +8.2% | -15.9% | -6.7% |
| 3M | -17.8% | +8.7% | -26.5% | -16.9% |
| 6M | +5.5% | +29.1% | -23.6% | +14.1% |
| All | +5.5% | +29.9% | -24.4% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 6mo: compounded portfolio wealth divided by compounded ADM 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…
6mo analysis · Full analysis span regression · 6 months rolling