+206.2%
RDDT vs IP
+4.9%
+201.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.8% |
| 7D | +1.0% | -5.3% | +6.2% | +3.0% |
| 30D | -0.5% | -10.9% | +10.3% | +3.8% |
| 3M | -16.0% | +11.2% | -27.2% | -19.4% |
| 6M | +4.9% | -10.2% | +15.1% | +9.1% |
| YTD | -32.8% | -2.0% | -30.8% | -34.2% |
| 1Y | -33.5% | -19.1% | -14.4% | -28.4% |
| All | +206.2% | +4.9% | +201.3% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling