+212.8%
RDDT vs ALHC
+161.6%
+51.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.7% |
| 7D | +2.1% | -6.9% | +9.0% | +3.1% |
| 30D | +2.8% | -6.7% | +9.5% | +3.8% |
| 3M | -8.9% | -37.7% | +28.8% | -3.6% |
| 6M | +15.1% | -30.0% | +45.0% | +19.2% |
| YTD | -31.4% | -36.2% | +4.8% | -28.2% |
| 1Y | -39.4% | -22.9% | -16.6% | -37.2% |
| All | +212.8% | +161.6% | +51.2% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling