+196.2%
RDDT vs AS
+83.9%
+112.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.4% | -2.1% |
| 7D | +3.3% | -2.6% | +5.9% | +4.3% |
| 30D | -7.6% | -22.1% | +14.5% | +2.5% |
| 3M | -12.7% | -15.3% | +2.6% | -6.6% |
| 6M | +7.2% | -15.6% | +22.7% | +13.8% |
| YTD | -35.0% | -23.2% | -11.8% | -28.2% |
| 1Y | -35.0% | -21.7% | -13.3% | -29.1% |
| All | +196.2% | +83.9% | +112.2% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling