+208.0%
RDDT vs IYR
+18.7%
+189.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.8% |
| 7D | -0.4% | -2.8% | +2.4% | +1.9% |
| 30D | -0.5% | -2.5% | +2.0% | +1.6% |
| 3M | -9.8% | -3.0% | -6.8% | -7.6% |
| 6M | +15.8% | +1.6% | +14.2% | +13.0% |
| YTD | -32.4% | +7.3% | -39.7% | -37.6% |
| 1Y | -40.0% | +5.6% | -45.6% | -43.7% |
| All | +208.0% | +18.7% | +189.3% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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