+212.8%
RDDT vs CHD
-5.6%
+218.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.7% |
| 7D | +2.1% | -4.5% | +6.6% | +0.1% |
| 30D | +2.8% | -6.7% | +9.5% | -0.5% |
| 3M | -8.9% | -2.7% | -6.2% | -9.5% |
| 6M | +15.1% | -4.9% | +20.0% | +13.5% |
| YTD | -31.4% | +13.3% | -44.7% | -25.4% |
| 1Y | -39.4% | +1.0% | -40.5% | -39.6% |
| All | +212.8% | -5.6% | +218.4% | +220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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