+221.9%
RDDT vs CDE
+487.1%
-265.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.3% | +3.7% |
| 7D | +5.1% | -6.4% | +11.5% | +6.7% |
| 30D | -8.8% | +5.7% | -14.5% | -10.4% |
| 3M | +0.2% | +15.6% | -15.4% | -3.9% |
| 6M | +22.7% | -1.4% | +24.1% | +20.5% |
| YTD | -29.4% | +11.6% | -41.0% | -33.6% |
| 1Y | -36.1% | +28.2% | -64.3% | -43.7% |
| All | +221.9% | +487.1% | -265.2% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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