+190.3%
RDDT vs CF
+69.3%
+121.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -1.8% |
| 7D | -7.4% | -0.8% | -6.5% | -7.4% |
| 30D | -7.7% | +14.3% | -22.0% | -7.1% |
| 3M | -17.8% | +27.9% | -45.6% | -17.1% |
| 6M | +5.5% | +25.5% | -20.1% | +4.8% |
| YTD | -36.3% | +81.2% | -117.5% | -39.9% |
| 1Y | -39.0% | +66.5% | -105.5% | -41.5% |
| All | +190.3% | +69.3% | +121.0% | +175.4% |
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