-45.7%
RDDT vs EL
+25.6%
-71.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.3% | -0.3% | +4.6% |
| 7D | -24.4% | +2.5% | -26.9% | -24.8% |
| 30D | -32.3% | +20.1% | -52.3% | -34.9% |
| 3M | -36.3% | +29.3% | -65.6% | -39.8% |
| 6M | -39.7% | +38.8% | -78.5% | -44.0% |
| YTD | -55.7% | +8.1% | -63.8% | -59.7% |
| 1Y | -45.7% | +22.3% | -68.1% | -52.0% |
| All | -45.7% | +25.6% | -71.4% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling