+196.2%
RDDT vs IP
+2.8%
+193.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.5% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | -7.6% | -11.2% | +3.6% | -3.5% |
| 3M | -12.7% | +12.3% | -25.0% | -16.6% |
| 6M | +7.2% | -5.2% | +12.4% | +8.9% |
| YTD | -35.0% | -4.0% | -31.1% | -35.9% |
| 1Y | -35.0% | -19.2% | -15.8% | -30.3% |
| All | +196.2% | +2.8% | +193.3% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 3y: compounded portfolio wealth divided by compounded IP 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…
3y analysis · Full analysis span regression · 6 months rolling