+208.0%
RDDT vs ED
+30.0%
+177.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +5.3% |
| 7D | -0.4% | -1.9% | +1.4% | -2.3% |
| 30D | -0.5% | +0.1% | -0.6% | -0.3% |
| 3M | -9.8% | 0.0% | -9.8% | -9.1% |
| 6M | +15.8% | -2.5% | +18.3% | +14.4% |
| YTD | -32.4% | +10.1% | -42.5% | -23.6% |
| 1Y | -40.0% | +13.6% | -53.6% | -29.0% |
| All | +208.0% | +30.0% | +177.9% | +386.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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