+212.8%
RDDT vs CRL
+3.1%
+209.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.4% | +1.1% |
| 7D | +2.1% | -3.5% | +5.7% | +3.1% |
| 30D | +2.8% | -2.1% | +5.0% | +3.3% |
| 3M | -8.9% | +48.0% | -56.9% | -18.4% |
| 6M | +15.1% | +64.7% | -49.7% | +0.3% |
| YTD | -31.4% | +39.5% | -70.9% | -38.3% |
| 1Y | -39.4% | +74.2% | -113.6% | -48.2% |
| All | +212.8% | +3.1% | +209.7% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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