+208.0%
RDDT vs ES
+28.9%
+179.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.1% | +8.1% | +5.6% |
| 7D | -0.4% | -3.5% | +3.1% | -1.1% |
| 30D | -0.5% | -3.0% | +2.5% | -1.1% |
| 3M | -9.8% | -0.3% | -9.5% | -9.6% |
| 6M | +15.8% | -5.2% | +21.0% | +14.6% |
| YTD | -32.4% | +4.8% | -37.2% | -31.0% |
| 1Y | -40.0% | +12.7% | -52.7% | -36.4% |
| All | +208.0% | +28.9% | +179.1% | +296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling