+206.2%
RDDT vs ALLE
+18.8%
+187.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -0.5% | -6.8% | +6.3% | +1.7% |
| 3M | -16.0% | +21.0% | -37.0% | -21.2% |
| 6M | +4.9% | +1.1% | +3.8% | +4.7% |
| YTD | -32.8% | -0.5% | -32.3% | -33.3% |
| 1Y | -33.5% | -7.3% | -26.2% | -32.1% |
| All | +206.2% | +18.8% | +187.4% | +173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling