+208.0%
RDDT vs AR
+47.0%
+160.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +5.9% | +6.0% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | -0.5% | +3.5% | -4.1% | -1.5% |
| 3M | -9.8% | +9.9% | -19.7% | -12.8% |
| 6M | +15.8% | +4.5% | +11.3% | +12.7% |
| YTD | -32.4% | +13.7% | -46.1% | -36.7% |
| 1Y | -40.0% | +19.2% | -59.3% | -45.5% |
| All | +208.0% | +47.0% | +160.9% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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