+196.2%
RDDT vs ECL
+24.4%
+171.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | +3.3% | -0.8% | +4.0% | +3.6% |
| 30D | -7.6% | -2.5% | -5.1% | -6.7% |
| 3M | -12.7% | +8.3% | -21.0% | -15.6% |
| 6M | +7.2% | -1.1% | +8.3% | +7.8% |
| YTD | -35.0% | +6.5% | -41.5% | -37.4% |
| 1Y | -35.0% | +2.1% | -37.1% | -36.2% |
| All | +196.2% | +24.4% | +171.8% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling