+212.8%
RDDT vs GAP
-14.8%
+227.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.1% |
| 7D | +2.1% | -4.1% | +6.2% | +2.8% |
| 30D | +2.8% | +6.2% | -3.4% | +1.6% |
| 3M | -8.9% | -0.7% | -8.3% | -9.1% |
| 6M | +15.1% | -7.1% | +22.2% | +15.3% |
| YTD | -31.4% | -14.1% | -17.3% | -30.6% |
| 1Y | -39.4% | -8.5% | -31.0% | -39.6% |
| All | +212.8% | -14.8% | +227.6% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling