+212.8%
RDDT vs BR
-14.1%
+226.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +2.1% | -3.0% | +5.1% | +3.8% |
| 30D | +2.8% | -0.3% | +3.1% | +2.7% |
| 3M | -8.9% | +17.3% | -26.2% | -17.2% |
| 6M | +15.1% | -6.7% | +21.8% | +18.4% |
| YTD | -31.4% | -23.4% | -7.9% | -21.9% |
| 1Y | -39.4% | -32.7% | -6.8% | -26.2% |
| All | +212.8% | -14.1% | +226.9% | +249.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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