+190.3%
RDDT vs ALLY
+12.6%
+177.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.2% |
| 7D | -7.4% | -1.9% | -5.4% | -6.1% |
| 30D | -7.7% | -4.5% | -3.3% | -4.3% |
| 3M | -17.8% | -2.8% | -14.9% | -16.1% |
| 6M | +5.5% | +10.3% | -4.9% | -3.2% |
| YTD | -36.3% | -5.7% | -30.6% | -34.3% |
| 1Y | -39.0% | +3.9% | -43.0% | -41.8% |
| All | +190.3% | +12.6% | +177.7% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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