+95.2%
RDDT vs EXPD
+67.4%
+27.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +3.5% | +5.5% | -2.0% | +1.9% |
| 30D | -33.7% | -0.8% | -32.9% | -33.6% |
| 3M | -37.7% | +4.1% | -41.9% | -38.5% |
| 6M | -36.1% | +25.7% | -61.8% | -40.6% |
| YTD | -57.2% | +31.4% | -88.6% | -61.1% |
| 1Y | -48.0% | +42.2% | -90.2% | -53.9% |
| All | +95.2% | +67.4% | +27.8% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 3y: compounded portfolio wealth divided by compounded EXPD 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…
3y analysis · Full analysis span regression · 6 months rolling