-45.7%
RDDT vs DOC
+21.8%
-67.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.1% | +2.9% | +5.3% |
| 7D | -24.4% | +8.7% | -33.1% | -25.7% |
| 30D | -32.3% | +7.6% | -39.9% | -33.3% |
| 3M | -36.3% | -5.3% | -31.0% | -35.4% |
| 6M | -39.7% | +27.6% | -67.3% | -42.6% |
| YTD | -55.7% | +32.4% | -88.1% | -59.6% |
| 1Y | -45.7% | +22.9% | -68.6% | -46.5% |
| All | -45.7% | +21.8% | -67.6% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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