+190.3%
RDDT vs DT
+7.2%
+183.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -7.4% | -0.5% | -6.8% | -7.2% |
| 30D | -7.7% | +0.1% | -7.8% | -8.5% |
| 3M | -17.8% | +24.1% | -41.9% | -28.4% |
| 6M | +5.5% | +30.1% | -24.7% | -12.6% |
| YTD | -36.3% | +16.8% | -53.0% | -43.5% |
| 1Y | -39.0% | -0.1% | -38.9% | -39.8% |
| All | +190.3% | +7.2% | +183.1% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling