-45.7%
RDDT vs ALLE
+18.6%
-64.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.8% | +4.2% | +5.7% |
| 7D | -24.4% | +6.7% | -31.0% | -25.1% |
| 30D | -32.3% | +25.4% | -57.7% | -34.9% |
| 3M | -36.3% | +16.9% | -53.2% | -38.0% |
| 6M | -39.7% | +46.6% | -86.3% | -43.7% |
| YTD | -55.7% | +22.4% | -78.1% | -58.6% |
| 1Y | -45.7% | +17.7% | -63.5% | -45.5% |
| All | -45.7% | +18.6% | -64.3% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling