+190.3%
RDDT vs EW
-8.2%
+198.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -7.4% | -5.1% | -2.3% | -5.8% |
| 30D | -7.7% | -6.4% | -1.4% | -5.8% |
| 3M | -17.8% | -1.6% | -16.2% | -17.3% |
| 6M | +5.5% | +2.3% | +3.2% | +4.9% |
| YTD | -36.3% | +1.1% | -37.4% | -36.5% |
| 1Y | -39.0% | +8.0% | -47.0% | -40.3% |
| All | +190.3% | -8.2% | +198.5% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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