+212.8%
RDDT vs ITOT
+49.1%
+163.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | -0.1% |
| 7D | +2.1% | -0.9% | +3.1% | +4.0% |
| 30D | +2.8% | -1.5% | +4.3% | +6.0% |
| 3M | -8.9% | +3.6% | -12.5% | -14.8% |
| 6M | +15.1% | +13.7% | +1.4% | -10.7% |
| YTD | -31.4% | +12.9% | -44.3% | -46.2% |
| 1Y | -39.4% | +17.2% | -56.6% | -55.5% |
| All | +212.8% | +49.1% | +163.7% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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