+208.0%
RDDT vs EXEL
+141.1%
+66.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.6% |
| 7D | -0.4% | -2.9% | +2.5% | +0.5% |
| 30D | -0.5% | +11.9% | -12.4% | -4.2% |
| 3M | -9.8% | +9.2% | -19.0% | -11.9% |
| 6M | +15.8% | +39.1% | -23.3% | +4.7% |
| YTD | -32.4% | +31.0% | -63.5% | -38.1% |
| 1Y | -40.0% | +52.3% | -92.4% | -48.6% |
| All | +208.0% | +141.1% | +66.9% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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