+212.8%
RDDT vs CP
+0.8%
+211.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.4% |
| 7D | +2.1% | -2.6% | +4.7% | +3.2% |
| 30D | +2.8% | -3.7% | +6.5% | +4.3% |
| 3M | -8.9% | +0.1% | -9.1% | -9.4% |
| 6M | +15.1% | +7.8% | +7.2% | +10.1% |
| YTD | -31.4% | +21.7% | -53.1% | -38.7% |
| 1Y | -39.4% | +18.6% | -58.1% | -45.3% |
| All | +212.8% | +0.8% | +211.9% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling