+212.8%
RDDT vs D
+49.3%
+163.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +1.3% |
| 7D | +2.1% | -2.2% | +4.4% | +1.6% |
| 30D | +2.8% | -4.5% | +7.3% | +1.7% |
| 3M | -8.9% | -2.5% | -6.4% | -9.4% |
| 6M | +15.1% | +5.5% | +9.5% | +17.0% |
| YTD | -31.4% | +13.3% | -44.6% | -28.8% |
| 1Y | -39.4% | +11.8% | -51.3% | -37.1% |
| All | +212.8% | +49.3% | +163.4% | +325.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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