+212.8%
RDDT vs ALB
-2.7%
+215.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +2.4% |
| 7D | +2.1% | -6.6% | +8.8% | +3.8% |
| 30D | +2.8% | -8.1% | +10.9% | +4.9% |
| 3M | -8.9% | -25.7% | +16.7% | -2.5% |
| 6M | +15.1% | -29.5% | +44.5% | +23.5% |
| YTD | -31.4% | -16.2% | -15.2% | -30.5% |
| 1Y | -39.4% | +59.2% | -98.7% | -49.0% |
| All | +212.8% | -2.7% | +215.5% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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