+212.8%
RDDT vs DTE
+29.9%
+182.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.1% |
| 7D | +2.1% | -2.6% | +4.7% | +1.3% |
| 30D | +2.8% | -4.4% | +7.2% | +1.4% |
| 3M | -8.9% | -8.3% | -0.6% | -11.3% |
| 6M | +15.1% | -8.1% | +23.1% | +12.3% |
| YTD | -31.4% | +4.4% | -35.8% | -31.7% |
| 1Y | -39.4% | +0.2% | -39.6% | -40.0% |
| All | +212.8% | +29.9% | +182.9% | +280.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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