+212.8%
RDDT vs LEN
-48.1%
+260.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.2% |
| 7D | +2.1% | -4.8% | +6.9% | +3.0% |
| 30D | +2.8% | -6.6% | +9.4% | +4.0% |
| 3M | -8.9% | -15.7% | +6.7% | -6.4% |
| 6M | +15.1% | -16.6% | +31.7% | +18.4% |
| YTD | -31.4% | -21.3% | -10.0% | -29.3% |
| 1Y | -39.4% | -42.0% | +2.6% | -33.6% |
| All | +212.8% | -48.1% | +260.9% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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