+196.2%
RDDT vs CF
+64.6%
+131.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.3% |
| 7D | +3.3% | -0.9% | +4.2% | +3.2% |
| 30D | -7.6% | +18.1% | -25.7% | -6.8% |
| 3M | -12.7% | +23.4% | -36.1% | -12.1% |
| 6M | +7.2% | +17.1% | -9.9% | +6.8% |
| YTD | -35.0% | +76.2% | -111.2% | -38.7% |
| 1Y | -35.0% | +62.3% | -97.3% | -37.8% |
| All | +196.2% | +64.6% | +131.5% | +180.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling