+212.8%
RDDT vs DT
+8.2%
+204.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.9% |
| 7D | +2.1% | -1.6% | +3.7% | +3.1% |
| 30D | +2.8% | +3.0% | -0.2% | +0.3% |
| 3M | -8.9% | +26.5% | -35.4% | -21.5% |
| 6M | +15.1% | +35.9% | -20.9% | -7.2% |
| YTD | -31.4% | +17.8% | -49.2% | -39.4% |
| 1Y | -39.4% | +4.1% | -43.5% | -41.5% |
| All | +212.8% | +8.2% | +204.6% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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