+208.0%
RDDT vs DASH
+43.7%
+164.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +4.7% |
| 7D | -0.4% | -9.4% | +9.0% | +7.0% |
| 30D | -0.5% | -5.2% | +4.6% | +3.2% |
| 3M | -9.8% | +33.1% | -42.9% | -27.1% |
| 6M | +15.8% | +18.3% | -2.5% | +1.2% |
| YTD | -32.4% | -11.2% | -21.2% | -27.4% |
| 1Y | -40.0% | -21.9% | -18.1% | -30.4% |
| All | +208.0% | +43.7% | +164.3% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DASH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling