+190.3%
RDDT vs AG
+273.2%
-82.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.0% | -2.3% |
| 7D | -7.4% | -0.1% | -7.3% | -7.4% |
| 30D | -7.7% | +12.5% | -20.2% | -9.5% |
| 3M | -17.8% | +28.2% | -45.9% | -21.0% |
| 6M | +5.5% | -18.8% | +24.3% | +6.5% |
| YTD | -36.3% | +27.4% | -63.7% | -39.5% |
| 1Y | -39.0% | +132.2% | -171.2% | -47.0% |
| All | +190.3% | +273.2% | -82.9% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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