+208.0%
RDDT vs DG
-16.6%
+224.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.3% | +6.0% |
| 7D | -0.4% | -6.3% | +5.9% | -0.9% |
| 30D | -0.5% | +2.4% | -3.0% | -0.3% |
| 3M | -9.8% | +12.4% | -22.2% | -8.7% |
| 6M | +15.8% | -14.9% | +30.7% | +12.0% |
| YTD | -32.4% | -6.1% | -26.4% | -33.3% |
| 1Y | -40.0% | +17.9% | -57.9% | -37.9% |
| All | +208.0% | -16.6% | +224.6% | +218.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling