-39.4%
RDDT vs ELF
-28.2%
-11.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | +2.1% | -11.6% | +13.8% | +4.4% |
| 30D | +2.8% | +4.6% | -1.8% | +1.7% |
| 3M | -8.9% | +59.7% | -68.6% | -16.7% |
| 6M | +15.1% | +21.2% | -6.2% | +8.8% |
| YTD | -31.4% | +27.4% | -58.8% | -36.3% |
| 1Y | -39.4% | -29.8% | -9.6% | -38.1% |
| All | -39.4% | -28.2% | -11.2% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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