+196.2%
RDDT vs D
+53.7%
+142.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.1% |
| 7D | +3.3% | +0.8% | +2.5% | +3.5% |
| 30D | -7.6% | -0.7% | -6.9% | -7.7% |
| 3M | -12.7% | +2.1% | -14.8% | -12.2% |
| 6M | +7.2% | +6.8% | +0.3% | +9.3% |
| YTD | -35.0% | +16.5% | -51.6% | -32.1% |
| 1Y | -35.0% | +19.2% | -54.2% | -31.7% |
| All | +196.2% | +53.7% | +142.5% | +305.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling