+208.0%
RDDT vs EWT
+140.4%
+67.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +8.1% |
| 7D | -0.4% | -1.1% | +0.7% | +0.2% |
| 30D | -0.5% | +4.8% | -5.3% | -4.6% |
| 3M | -9.8% | +11.1% | -20.9% | -19.7% |
| 6M | +15.8% | +54.6% | -38.8% | -28.1% |
| YTD | -32.4% | +71.4% | -103.9% | -63.2% |
| 1Y | -40.0% | +82.1% | -122.1% | -69.5% |
| All | +208.0% | +140.4% | +67.6% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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