+208.0%
RDDT vs CHD
-5.8%
+213.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +5.5% |
| 7D | -0.4% | -4.7% | +4.3% | -2.6% |
| 30D | -0.5% | -8.3% | +7.8% | -4.6% |
| 3M | -9.8% | -4.0% | -5.8% | -11.0% |
| 6M | +15.8% | -6.5% | +22.3% | +13.3% |
| YTD | -32.4% | +13.1% | -45.5% | -26.6% |
| 1Y | -40.0% | +2.3% | -42.3% | -39.5% |
| All | +208.0% | -5.8% | +213.8% | +215.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling