+196.2%
RDDT vs APD
+32.8%
+163.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.0% |
| 7D | +3.3% | -2.5% | +5.8% | +3.9% |
| 30D | -7.6% | -1.9% | -5.7% | -7.1% |
| 3M | -12.7% | +8.2% | -20.9% | -13.7% |
| 6M | +7.2% | +10.7% | -3.6% | +5.2% |
| YTD | -35.0% | +22.9% | -57.9% | -38.3% |
| 1Y | -35.0% | +5.8% | -40.8% | -34.7% |
| All | +196.2% | +32.8% | +163.3% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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