+206.2%
RDDT vs CF
+63.4%
+142.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -1.1% |
| 7D | +1.0% | +6.0% | -5.1% | +1.3% |
| 30D | -0.5% | +14.8% | -15.4% | +0.2% |
| 3M | -16.0% | +14.1% | -30.1% | -15.3% |
| 6M | +4.9% | +28.5% | -23.7% | +3.3% |
| YTD | -32.8% | +74.9% | -107.8% | -36.7% |
| 1Y | -33.5% | +61.7% | -95.1% | -36.3% |
| All | +206.2% | +63.4% | +142.8% | +190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling