-45.7%
RDDT vs ELV
+42.6%
-88.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.9% | +1.0% | +4.2% |
| 7D | -24.4% | +4.8% | -29.1% | -25.5% |
| 30D | -32.3% | +10.1% | -42.3% | -34.4% |
| 3M | -36.3% | +15.4% | -51.7% | -39.2% |
| 6M | -39.7% | +17.7% | -57.5% | -42.1% |
| YTD | -55.7% | +25.7% | -81.3% | -57.2% |
| 1Y | -45.7% | +39.9% | -85.6% | -48.0% |
| All | -45.7% | +42.6% | -88.4% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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