+95.6%
RDDT vs CF
+50.0%
+45.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -1.8% |
| 7D | +2.6% | +4.8% | -2.1% | +3.4% |
| 30D | -38.3% | +9.7% | -48.0% | -37.6% |
| 3M | -37.8% | +1.2% | -39.1% | -37.3% |
| 6M | -36.7% | +7.4% | -44.0% | -36.0% |
| YTD | -57.1% | +60.5% | -117.6% | -59.4% |
| 1Y | -51.7% | +50.7% | -102.4% | -53.9% |
| All | +95.6% | +50.0% | +45.6% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling