+190.3%
RDDT vs CB
+34.1%
+156.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -1.9% |
| 7D | -7.4% | -0.5% | -6.8% | -7.5% |
| 30D | -7.7% | -3.1% | -4.7% | -8.6% |
| 3M | -17.8% | +4.2% | -21.9% | -16.2% |
| 6M | +5.5% | +4.7% | +0.8% | +8.2% |
| YTD | -36.3% | +8.8% | -45.1% | -33.7% |
| 1Y | -39.0% | +22.6% | -61.7% | -34.7% |
| All | +190.3% | +34.1% | +156.3% | +223.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling