+208.0%
RDDT vs DD
+42.6%
+165.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.5% | +6.3% |
| 7D | -0.4% | -2.9% | +2.5% | +1.2% |
| 30D | -0.5% | -11.5% | +11.0% | +6.4% |
| 3M | -9.8% | -5.4% | -4.4% | -6.8% |
| 6M | +15.8% | -6.9% | +22.7% | +19.4% |
| YTD | -32.4% | +6.9% | -39.3% | -36.7% |
| 1Y | -40.0% | +35.6% | -75.7% | -52.5% |
| All | +208.0% | +42.6% | +165.4% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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