+95.2%
RDDT vs CL
+20.2%
+75.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -0.2% |
| 7D | +3.5% | +3.2% | +0.3% | +5.1% |
| 30D | -33.7% | +8.0% | -41.8% | -30.8% |
| 3M | -37.7% | +7.9% | -45.6% | -34.9% |
| 6M | -36.1% | +14.7% | -50.9% | -30.9% |
| YTD | -57.2% | +29.2% | -86.3% | -49.9% |
| 1Y | -48.0% | +29.5% | -77.6% | -39.0% |
| All | +95.2% | +20.2% | +75.0% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 5y: compounded portfolio wealth divided by compounded CL 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…
5y analysis · Full analysis span regression · 6 months rolling