+208.0%
RDDT vs CF
+65.6%
+142.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.2% | +6.0% |
| 7D | -0.4% | -2.0% | +1.5% | -0.5% |
| 30D | -0.5% | +15.3% | -15.8% | +0.2% |
| 3M | -9.8% | +24.3% | -34.1% | -9.1% |
| 6M | +15.8% | +23.9% | -8.1% | +14.9% |
| YTD | -32.4% | +77.3% | -109.7% | -36.3% |
| 1Y | -40.0% | +58.7% | -98.7% | -42.3% |
| All | +208.0% | +65.6% | +142.4% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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