+212.8%
RDDT vs ET
+65.4%
+147.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.2% |
| 7D | +2.1% | +0.2% | +1.9% | +1.9% |
| 30D | +2.8% | +2.9% | 0.0% | +0.6% |
| 3M | -8.9% | +16.8% | -25.7% | -20.5% |
| 6M | +15.1% | +18.9% | -3.8% | -3.1% |
| YTD | -31.4% | +37.7% | -69.1% | -50.7% |
| 1Y | -39.4% | +32.4% | -71.9% | -54.6% |
| All | +212.8% | +65.4% | +147.4% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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