+208.0%
RDDT vs CL
+5.4%
+202.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.0% |
| 7D | -0.4% | -2.4% | +2.0% | -1.6% |
| 30D | -0.5% | -4.8% | +4.2% | -2.9% |
| 3M | -9.8% | -1.7% | -8.1% | -10.3% |
| 6M | +15.8% | -3.8% | +19.6% | +13.0% |
| YTD | -32.4% | +13.3% | -45.7% | -26.3% |
| 1Y | -40.0% | +8.3% | -48.3% | -36.3% |
| All | +208.0% | +5.4% | +202.6% | +228.7% |
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