+208.0%
RDDT vs DBX
+42.4%
+165.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.7% | +5.4% |
| 7D | -0.4% | -1.8% | +1.4% | +0.5% |
| 30D | -0.5% | +2.8% | -3.4% | -2.5% |
| 3M | -9.8% | +26.8% | -36.6% | -21.5% |
| 6M | +15.8% | +32.8% | -17.0% | -4.0% |
| YTD | -32.4% | +26.1% | -58.5% | -42.1% |
| 1Y | -40.0% | +14.1% | -54.2% | -45.0% |
| All | +208.0% | +42.4% | +165.5% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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