+95.6%
RDDT vs AXP
+45.6%
+50.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | +2.6% | -0.6% | +3.2% | +3.4% |
| 30D | -38.3% | +5.0% | -43.3% | -40.5% |
| 3M | -37.8% | -4.2% | -33.6% | -35.1% |
| 6M | -36.7% | +2.9% | -39.6% | -37.8% |
| YTD | -57.1% | -11.6% | -45.5% | -52.3% |
| 1Y | -51.7% | -11.1% | -40.6% | -46.8% |
| All | +95.6% | +45.6% | +50.1% | +56.8% |
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