+212.8%
RDDT vs ESI
+43.1%
+169.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | +2.1% | -4.6% | +6.8% | +4.1% |
| 30D | +2.8% | -10.5% | +13.3% | +7.7% |
| 3M | -8.9% | -19.8% | +10.9% | -1.6% |
| 6M | +15.1% | +5.8% | +9.3% | +4.2% |
| YTD | -31.4% | +38.3% | -69.7% | -49.1% |
| 1Y | -39.4% | +31.5% | -71.0% | -53.5% |
| All | +212.8% | +43.1% | +169.7% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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