+190.3%
RDDT vs ALM
+1,739.0%
-1,548.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -1.4% |
| 7D | -7.4% | +3.6% | -11.0% | -7.9% |
| 30D | -7.7% | +33.8% | -41.5% | -11.4% |
| 3M | -17.8% | +14.8% | -32.6% | -20.2% |
| 6M | +5.5% | -7.0% | +12.4% | +3.5% |
| YTD | -36.3% | +108.1% | -144.4% | -43.2% |
| 1Y | -39.0% | +313.8% | -352.8% | -50.9% |
| All | +190.3% | +1,739.0% | -1,548.7% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling