+196.2%
RDDT vs AXP
+46.3%
+149.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +3.3% | +0.6% | +2.7% | +2.9% |
| 30D | -7.6% | -4.3% | -3.3% | -3.9% |
| 3M | -12.7% | +4.7% | -17.4% | -15.9% |
| 6M | +7.2% | +9.0% | -1.8% | 0.0% |
| YTD | -35.0% | -11.1% | -23.9% | -28.5% |
| 1Y | -35.0% | +1.3% | -36.3% | -36.5% |
| All | +196.2% | +46.3% | +149.9% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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