+212.8%
RDDT vs DLR
+42.2%
+170.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | +0.5% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +2.8% | -4.3% | +7.1% | +5.7% |
| 3M | -8.9% | +3.8% | -12.8% | -11.6% |
| 6M | +15.1% | +5.8% | +9.2% | +9.8% |
| YTD | -31.4% | +23.5% | -54.9% | -42.4% |
| 1Y | -39.4% | +11.1% | -50.5% | -44.6% |
| All | +212.8% | +42.2% | +170.6% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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