+208.0%
RDDT vs CLX
-34.8%
+242.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +5.9% |
| 7D | -0.4% | -5.9% | +5.4% | -1.6% |
| 30D | -0.5% | -17.0% | +16.5% | -4.1% |
| 3M | -9.8% | -9.6% | -0.2% | -11.7% |
| 6M | +15.8% | -21.5% | +37.3% | +11.3% |
| YTD | -32.4% | -8.8% | -23.6% | -32.8% |
| 1Y | -40.0% | -24.7% | -15.4% | -42.8% |
| All | +208.0% | -34.8% | +242.8% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling