+196.2%
RDDT vs ALLY
+13.8%
+182.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -0.9% |
| 7D | +3.3% | +1.0% | +2.2% | +2.6% |
| 30D | -7.6% | -3.3% | -4.3% | -5.1% |
| 3M | -12.7% | +0.5% | -13.2% | -13.0% |
| 6M | +7.2% | +12.6% | -5.4% | -3.2% |
| YTD | -35.0% | -4.7% | -30.3% | -33.5% |
| 1Y | -35.0% | +5.2% | -40.3% | -38.6% |
| All | +196.2% | +13.8% | +182.3% | +144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling