+212.8%
RDDT vs BG
+34.3%
+178.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.4% |
| 7D | +2.1% | +3.1% | -1.0% | +2.5% |
| 30D | +2.8% | +10.2% | -7.4% | +4.1% |
| 3M | -8.9% | -1.7% | -7.3% | -8.3% |
| 6M | +15.1% | +1.0% | +14.1% | +16.1% |
| YTD | -31.4% | +39.9% | -71.3% | -30.9% |
| 1Y | -39.4% | +53.2% | -92.7% | -38.9% |
| All | +212.8% | +34.3% | +178.5% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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