+208.0%
RDDT vs EL
-31.6%
+239.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.3% | +8.4% | +6.5% |
| 7D | -0.4% | -4.4% | +3.9% | +0.4% |
| 30D | -0.5% | +10.3% | -10.8% | -2.6% |
| 3M | -9.8% | +13.4% | -23.2% | -12.1% |
| 6M | +15.8% | +3.1% | +12.7% | +13.7% |
| YTD | -32.4% | -6.9% | -25.5% | -33.2% |
| 1Y | -40.0% | +11.9% | -51.9% | -42.7% |
| All | +208.0% | -31.6% | +239.5% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling