+208.0%
RDDT vs ECL
+21.5%
+186.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.2% |
| 7D | -0.4% | -2.6% | +2.2% | +0.6% |
| 30D | -0.5% | -4.6% | +4.0% | +1.2% |
| 3M | -9.8% | +6.0% | -15.8% | -12.1% |
| 6M | +15.8% | -3.0% | +18.8% | +17.2% |
| YTD | -32.4% | +4.0% | -36.4% | -34.3% |
| 1Y | -40.0% | +2.0% | -42.0% | -41.2% |
| All | +208.0% | +21.5% | +186.5% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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