+206.2%
RDDT vs GD
+33.1%
+173.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +1.0% | -5.3% | +6.2% | +2.0% |
| 30D | -0.5% | -6.4% | +5.9% | +0.8% |
| 3M | -16.0% | +5.7% | -21.7% | -17.2% |
| 6M | +4.9% | -0.9% | +5.8% | +4.8% |
| YTD | -32.8% | +8.2% | -41.0% | -34.0% |
| 1Y | -33.5% | +13.4% | -46.9% | -34.8% |
| All | +206.2% | +33.1% | +173.1% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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