+196.2%
RDDT vs CP
+3.0%
+193.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | +3.3% | +2.4% | +0.8% | +2.3% |
| 30D | -7.6% | -0.5% | -7.1% | -7.5% |
| 3M | -12.7% | +1.4% | -14.1% | -13.5% |
| 6M | +7.2% | +10.3% | -3.2% | +1.6% |
| YTD | -35.0% | +24.3% | -59.3% | -42.4% |
| 1Y | -35.0% | +20.4% | -55.5% | -41.6% |
| All | +196.2% | +3.0% | +193.2% | +96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling