+190.3%
RDDT vs ALLE
+14.7%
+175.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.1% |
| 7D | -7.4% | -2.2% | -5.2% | -6.7% |
| 30D | -7.7% | -8.3% | +0.6% | -5.2% |
| 3M | -17.8% | +16.3% | -34.0% | -21.8% |
| 6M | +5.5% | +1.8% | +3.7% | +5.1% |
| YTD | -36.3% | -3.9% | -32.3% | -36.0% |
| 1Y | -39.0% | -10.0% | -29.0% | -37.1% |
| All | +190.3% | +14.7% | +175.6% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling