+212.8%
RDDT vs DG
-15.5%
+228.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.7% |
| 7D | +2.1% | -6.5% | +8.6% | +1.6% |
| 30D | +2.8% | +4.2% | -1.3% | +3.2% |
| 3M | -8.9% | +9.5% | -18.5% | -8.2% |
| 6M | +15.1% | -13.1% | +28.2% | +11.6% |
| YTD | -31.4% | -4.8% | -26.5% | -32.2% |
| 1Y | -39.4% | +20.6% | -60.1% | -37.1% |
| All | +212.8% | -15.5% | +228.3% | +223.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling