+190.3%
RDDT vs ETR
+123.6%
+66.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -7.4% | +0.4% | -7.8% | -7.4% |
| 30D | -7.7% | +2.0% | -9.8% | -8.0% |
| 3M | -17.8% | -1.7% | -16.1% | -17.9% |
| 6M | +5.5% | +3.6% | +1.9% | +3.6% |
| YTD | -36.3% | +18.0% | -54.3% | -39.9% |
| 1Y | -39.0% | +26.2% | -65.3% | -43.8% |
| All | +190.3% | +123.6% | +66.7% | +260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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