+208.0%
RDDT vs ALM
+1,562.4%
-1,354.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -9.6% | +15.7% | +7.3% |
| 7D | -0.4% | -7.1% | +6.7% | +0.3% |
| 30D | -0.5% | +24.7% | -25.2% | -3.8% |
| 3M | -9.8% | +8.3% | -18.1% | -11.9% |
| 6M | +15.8% | -22.2% | +38.0% | +16.0% |
| YTD | -32.4% | +88.1% | -120.5% | -39.1% |
| 1Y | -40.0% | +272.4% | -312.4% | -51.1% |
| All | +208.0% | +1,562.4% | -1,354.4% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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