-38.4%
RDDT vs DGX
+32.7%
-71.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.7% |
| 7D | +5.1% | +0.3% | +4.8% | +5.1% |
| 30D | -8.8% | +1.5% | -10.3% | -9.0% |
| 3M | +0.2% | +17.6% | -17.5% | -2.0% |
| 6M | +22.7% | +20.1% | +2.6% | +19.6% |
| YTD | -29.4% | +38.9% | -68.2% | -35.8% |
| All | -38.4% | +32.7% | -71.1% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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