+196.2%
RDDT vs COMP
+227.7%
-31.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -2.4% |
| 7D | +3.3% | +4.1% | -0.8% | +2.2% |
| 30D | -7.6% | -14.5% | +6.9% | -3.8% |
| 3M | -12.7% | +41.8% | -54.5% | -20.6% |
| 6M | +7.2% | +23.6% | -16.4% | -0.9% |
| YTD | -35.0% | +1.7% | -36.7% | -36.8% |
| 1Y | -35.0% | +12.6% | -47.6% | -39.2% |
| All | +196.2% | +227.7% | -31.6% | +129.1% |
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