+208.0%
RDDT vs CTAS
+27.1%
+180.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.3% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | -0.5% | -3.1% | +2.5% | +0.1% |
| 3M | -9.8% | +10.3% | -20.1% | -12.6% |
| 6M | +15.8% | +1.6% | +14.2% | +14.3% |
| YTD | -32.4% | +6.3% | -38.7% | -34.0% |
| 1Y | -40.0% | -0.5% | -39.6% | -40.5% |
| All | +208.0% | +27.1% | +180.9% | +273.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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