+196.2%
RDDT vs ALK
+4.2%
+191.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.2% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | -7.6% | -18.5% | +10.8% | -1.0% |
| 3M | -12.7% | -3.6% | -9.2% | -12.3% |
| 6M | +7.2% | -3.7% | +10.9% | +6.4% |
| YTD | -35.0% | -19.0% | -16.0% | -32.4% |
| 1Y | -35.0% | -36.0% | +1.0% | -26.2% |
| All | +196.2% | +4.2% | +191.9% | +213.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling