+196.2%
RDDT vs CAPR
+30.9%
+165.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -3.3% |
| 7D | +3.3% | -9.5% | +12.8% | +3.4% |
| 30D | -7.6% | +121.5% | -129.1% | -8.3% |
| 3M | -12.7% | -65.4% | +52.7% | -13.0% |
| 6M | +7.2% | -67.5% | +74.7% | +6.8% |
| YTD | -35.0% | -68.6% | +33.6% | -35.2% |
| 1Y | -35.0% | +42.7% | -77.7% | -36.6% |
| All | +196.2% | +30.9% | +165.2% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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