+212.8%
RDDT vs DRI
+38.1%
+174.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.4% |
| 7D | +2.1% | -3.2% | +5.4% | +2.6% |
| 30D | +2.8% | -7.8% | +10.6% | +3.9% |
| 3M | -8.9% | +0.4% | -9.3% | -9.0% |
| 6M | +15.1% | +4.8% | +10.3% | +14.0% |
| YTD | -31.4% | +16.7% | -48.1% | -34.7% |
| 1Y | -39.4% | +1.5% | -40.9% | -40.1% |
| All | +212.8% | +38.1% | +174.7% | +147.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling