+212.8%
RDDT vs IOT
+5.4%
+207.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | +2.1% | -4.5% | +6.7% | +4.5% |
| 30D | +2.8% | -2.4% | +5.3% | +2.9% |
| 3M | -8.9% | +19.0% | -27.9% | -19.5% |
| 6M | +15.1% | +19.6% | -4.6% | -0.3% |
| YTD | -31.4% | +8.3% | -39.6% | -38.4% |
| 1Y | -39.4% | -0.8% | -38.6% | -43.1% |
| All | +212.8% | +5.4% | +207.4% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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