+212.8%
RDDT vs CB
+34.7%
+178.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +2.1% | -0.7% | +2.8% | +1.9% |
| 30D | +2.8% | -1.2% | +4.0% | +2.5% |
| 3M | -8.9% | +3.8% | -12.7% | -7.4% |
| 6M | +15.1% | +5.8% | +9.3% | +18.4% |
| YTD | -31.4% | +9.4% | -40.7% | -28.4% |
| 1Y | -39.4% | +20.7% | -60.1% | -35.3% |
| All | +212.8% | +34.7% | +178.1% | +248.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling