+190.3%
RDDT vs FLEX
+306.5%
-116.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.5% |
| 7D | -7.4% | +6.4% | -13.7% | -9.3% |
| 30D | -7.7% | -5.9% | -1.9% | -6.2% |
| 3M | -17.8% | -23.5% | +5.7% | -12.4% |
| 6M | +5.5% | +83.7% | -78.3% | -31.7% |
| YTD | -36.3% | +86.5% | -122.8% | -60.0% |
| 1Y | -39.0% | +100.5% | -139.5% | -64.3% |
| All | +190.3% | +306.5% | -116.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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