+208.0%
RDDT vs ESI
+42.4%
+165.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.5% | +10.6% | +8.1% |
| 7D | -0.4% | -2.3% | +1.9% | +0.4% |
| 30D | -0.5% | -9.0% | +8.5% | +3.4% |
| 3M | -9.8% | -13.3% | +3.5% | -6.8% |
| 6M | +15.8% | +5.3% | +10.5% | +5.1% |
| YTD | -32.4% | +37.6% | -70.0% | -49.8% |
| 1Y | -40.0% | +33.6% | -73.6% | -54.5% |
| All | +208.0% | +42.4% | +165.6% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling