+208.0%
RDDT vs CNH
+14.2%
+193.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.9% | +9.0% | +6.8% |
| 7D | -0.4% | -2.5% | +2.0% | +0.1% |
| 30D | -0.5% | +27.0% | -27.5% | -6.5% |
| 3M | -9.8% | +32.6% | -42.4% | -16.4% |
| 6M | +15.8% | +23.6% | -7.8% | +8.5% |
| YTD | -32.4% | +47.8% | -80.3% | -42.1% |
| 1Y | -40.0% | +21.3% | -61.3% | -44.2% |
| All | +208.0% | +14.2% | +193.7% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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