+196.2%
RDDT vs B
+190.9%
+5.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.9% |
| 7D | +3.3% | +2.3% | +1.0% | +2.6% |
| 30D | -7.6% | +1.4% | -9.0% | -8.1% |
| 3M | -12.7% | +12.2% | -24.9% | -15.8% |
| 6M | +7.2% | -2.1% | +9.3% | +6.7% |
| YTD | -35.0% | +2.9% | -38.0% | -36.3% |
| 1Y | -35.0% | +55.3% | -90.4% | -43.5% |
| All | +196.2% | +190.9% | +5.3% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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