+212.8%
RDDT vs DE
+77.5%
+135.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +2.1% | -2.6% | +4.7% | +2.7% |
| 30D | +2.8% | +9.0% | -6.2% | +1.0% |
| 3M | -8.9% | +19.1% | -28.1% | -12.5% |
| 6M | +15.1% | +14.4% | +0.7% | +11.2% |
| YTD | -31.4% | +45.9% | -77.3% | -40.8% |
| 1Y | -39.4% | +43.6% | -83.0% | -47.4% |
| All | +212.8% | +77.5% | +135.3% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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