-45.7%
RDDT vs DG
+45.3%
-91.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +8.5% | -2.5% | +3.4% |
| 7D | -24.4% | +12.3% | -36.6% | -27.3% |
| 30D | -32.3% | +19.3% | -51.6% | -36.2% |
| 3M | -36.3% | +11.9% | -48.2% | -38.8% |
| 6M | -39.7% | +25.0% | -64.7% | -44.7% |
| YTD | -55.7% | +8.7% | -64.4% | -57.6% |
| 1Y | -45.7% | +44.7% | -90.4% | -54.4% |
| All | -45.7% | +45.3% | -91.0% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling