+196.2%
RDDT vs CI
-18.2%
+214.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -3.3% |
| 7D | +3.3% | -2.0% | +5.3% | +3.3% |
| 30D | -7.6% | -1.8% | -5.8% | -7.6% |
| 3M | -12.7% | -4.2% | -8.5% | -12.8% |
| 6M | +7.2% | +2.7% | +4.5% | +7.5% |
| YTD | -35.0% | +1.9% | -36.9% | -34.7% |
| 1Y | -35.0% | -6.3% | -28.8% | -34.8% |
| All | +196.2% | -18.2% | +214.3% | +199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling