+212.8%
RDDT vs ALK
+5.3%
+207.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.1% | +0.7% |
| 7D | +2.1% | -2.1% | +4.2% | +2.9% |
| 30D | +2.8% | -13.1% | +15.9% | +7.9% |
| 3M | -8.9% | -11.8% | +2.8% | -5.4% |
| 6M | +15.1% | -0.4% | +15.4% | +12.9% |
| YTD | -31.4% | -18.2% | -13.2% | -28.9% |
| 1Y | -39.4% | -35.5% | -3.9% | -31.3% |
| All | +212.8% | +5.3% | +207.5% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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