+212.8%
RDDT vs DGX
+92.9%
+119.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | +2.1% | -0.9% | +3.0% | +2.2% |
| 30D | +2.8% | -1.2% | +4.0% | +2.9% |
| 3M | -8.9% | +15.8% | -24.7% | -9.7% |
| 6M | +15.1% | +18.2% | -3.1% | +13.9% |
| YTD | -31.4% | +37.2% | -68.6% | -33.1% |
| 1Y | -39.4% | +30.4% | -69.8% | -40.5% |
| All | +212.8% | +92.9% | +119.9% | +298.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling