+212.8%
RDDT vs FIVE
+33.7%
+179.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.2% |
| 7D | +2.1% | -3.0% | +5.2% | +3.0% |
| 30D | +2.8% | +2.7% | +0.1% | +1.8% |
| 3M | -8.9% | +21.1% | -30.0% | -13.9% |
| 6M | +15.1% | +11.9% | +3.1% | +9.8% |
| YTD | -31.4% | +29.9% | -61.2% | -37.6% |
| 1Y | -39.4% | +67.8% | -107.2% | -49.3% |
| All | +212.8% | +33.7% | +179.1% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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