+212.8%
RDDT vs CI
-16.7%
+229.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +2.8% | +1.8% | +1.0% | +2.8% |
| 3M | -8.9% | -4.2% | -4.7% | -9.2% |
| 6M | +15.1% | +8.8% | +6.2% | +15.8% |
| YTD | -31.4% | +3.7% | -35.1% | -31.1% |
| 1Y | -39.4% | -6.1% | -33.3% | -39.5% |
| All | +212.8% | -16.7% | +229.5% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling