+206.2%
RDDT vs CL
+6.5%
+199.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.7% |
| 7D | +1.0% | -2.2% | +3.1% | -0.1% |
| 30D | -0.5% | -4.8% | +4.3% | -2.9% |
| 3M | -16.0% | +4.9% | -20.9% | -13.5% |
| 6M | +4.9% | -5.7% | +10.6% | +0.8% |
| YTD | -32.8% | +14.4% | -47.2% | -26.4% |
| 1Y | -33.5% | +8.7% | -42.2% | -29.3% |
| All | +206.2% | +6.5% | +199.8% | +228.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling