+208.0%
RDDT vs DRI
+36.5%
+171.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.2% |
| 7D | -0.4% | -4.8% | +4.4% | +0.3% |
| 30D | -0.5% | -5.2% | +4.6% | +0.1% |
| 3M | -9.8% | +2.7% | -12.5% | -10.2% |
| 6M | +15.8% | +3.6% | +12.2% | +14.9% |
| YTD | -32.4% | +15.4% | -47.8% | -35.6% |
| 1Y | -40.0% | +1.3% | -41.3% | -40.8% |
| All | +208.0% | +36.5% | +171.5% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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