+212.8%
RDDT vs CELH
-70.3%
+283.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.7% | +1.1% |
| 7D | +2.1% | -11.2% | +13.4% | +4.7% |
| 30D | +2.8% | -1.4% | +4.3% | +2.8% |
| 3M | -8.9% | -4.2% | -4.8% | -9.1% |
| 6M | +15.1% | -40.5% | +55.5% | +25.8% |
| YTD | -31.4% | -40.5% | +9.1% | -25.5% |
| 1Y | -39.4% | -53.0% | +13.6% | -31.5% |
| All | +212.8% | -70.3% | +283.1% | +267.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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