+212.8%
RDDT vs ELV
-15.1%
+227.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.5% | +2.2% | +7.6% |
| 7D | +2.1% | +2.8% | -0.6% | +2.0% |
| 30D | +2.8% | +4.9% | -2.1% | +2.7% |
| 3M | -8.9% | +4.9% | -13.8% | -9.1% |
| 6M | +15.1% | +45.1% | -30.0% | +18.1% |
| YTD | -31.4% | +20.7% | -52.0% | -30.4% |
| 1Y | -39.4% | +35.0% | -74.5% | -37.2% |
| All | +212.8% | -15.1% | +227.9% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling