+212.8%
RDDT vs EXC
+29.3%
+183.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.3% |
| 7D | +2.1% | -1.1% | +3.2% | +1.5% |
| 30D | +2.8% | -3.6% | +6.5% | +0.7% |
| 3M | -8.9% | -4.3% | -4.7% | -10.7% |
| 6M | +15.1% | -9.9% | +25.0% | +9.7% |
| YTD | -31.4% | +1.8% | -33.1% | -29.6% |
| 1Y | -39.4% | +2.9% | -42.3% | -37.1% |
| All | +212.8% | +29.3% | +183.5% | +279.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling