+196.2%
RDDT vs ALC
-16.8%
+213.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.5% |
| 7D | +3.3% | -3.7% | +6.9% | +5.0% |
| 30D | -7.6% | -3.7% | -3.9% | -6.0% |
| 3M | -12.7% | +4.6% | -17.3% | -14.4% |
| 6M | +7.2% | -14.6% | +21.8% | +14.4% |
| YTD | -35.0% | -11.9% | -23.1% | -31.6% |
| 1Y | -35.0% | -13.1% | -21.9% | -31.3% |
| All | +196.2% | -16.8% | +213.0% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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