+212.8%
RDDT vs BP
+39.4%
+173.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | +2.1% | +5.2% | -3.1% | +1.6% |
| 30D | +2.8% | +8.7% | -5.9% | +1.8% |
| 3M | -8.9% | +9.3% | -18.3% | -10.2% |
| 6M | +15.1% | +13.6% | +1.5% | +10.7% |
| YTD | -31.4% | +37.7% | -69.0% | -39.6% |
| 1Y | -39.4% | +40.6% | -80.1% | -47.6% |
| All | +212.8% | +39.4% | +173.4% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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