+212.8%
RDDT vs CLX
-35.6%
+248.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.3% |
| 7D | +2.1% | -5.7% | +7.8% | +1.0% |
| 30D | +2.8% | -17.0% | +19.8% | -0.8% |
| 3M | -8.9% | -9.7% | +0.7% | -10.8% |
| 6M | +15.1% | -19.8% | +34.9% | +11.2% |
| YTD | -31.4% | -9.8% | -21.5% | -31.8% |
| 1Y | -39.4% | -26.2% | -13.3% | -42.5% |
| All | +212.8% | -35.6% | +248.4% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 3y: compounded portfolio wealth divided by compounded CLX 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…
3y analysis · Full analysis span regression · 6 months rolling