+212.8%
RDDT vs ALL
+66.4%
+146.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | +2.1% | -2.3% | +4.4% | +2.5% |
| 30D | +2.8% | -0.4% | +3.2% | +2.9% |
| 3M | -8.9% | +16.0% | -25.0% | -11.3% |
| 6M | +15.1% | +24.6% | -9.5% | +10.1% |
| YTD | -31.4% | +23.7% | -55.0% | -34.3% |
| 1Y | -39.4% | +27.7% | -67.2% | -43.0% |
| All | +212.8% | +66.4% | +146.4% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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