+212.8%
RDDT vs IJH
+28.5%
+184.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.4% |
| 7D | +2.1% | -1.9% | +4.0% | +4.9% |
| 30D | +2.8% | -4.6% | +7.5% | +10.2% |
| 3M | -8.9% | -1.2% | -7.8% | -7.1% |
| 6M | +15.1% | +9.4% | +5.7% | +1.2% |
| YTD | -31.4% | +13.3% | -44.7% | -43.3% |
| 1Y | -39.4% | +13.4% | -52.8% | -49.7% |
| All | +212.8% | +28.5% | +184.3% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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