+97.4%
RDDT vs COMP
+206.1%
-108.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.6% | -5.2% |
| 7D | +6.1% | +8.9% | -2.8% | +3.5% |
| 30D | -35.9% | +14.0% | -49.9% | -38.0% |
| 3M | -35.1% | -21.1% | -14.0% | -31.1% |
| 6M | -34.7% | +20.1% | -54.8% | -38.4% |
| YTD | -56.7% | -5.0% | -51.7% | -57.1% |
| 1Y | -50.9% | +5.7% | -56.6% | -53.0% |
| All | +97.4% | +206.1% | -108.7% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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