+212.8%
RDDT vs EFV
+70.7%
+142.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.3% |
| 7D | +2.1% | -0.8% | +3.0% | +3.1% |
| 30D | +2.8% | +0.6% | +2.2% | +2.2% |
| 3M | -8.9% | +7.5% | -16.5% | -15.9% |
| 6M | +15.1% | +13.0% | +2.0% | 0.0% |
| YTD | -31.4% | +18.3% | -49.7% | -44.8% |
| 1Y | -39.4% | +26.7% | -66.2% | -55.8% |
| All | +212.8% | +70.7% | +142.1% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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