+88.5%
RDDT vs LIN
+14.5%
+74.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.8% |
| 7D | +3.7% | +0.2% | +3.5% | +3.6% |
| 30D | -37.7% | +6.5% | -44.2% | -39.7% |
| 3M | -37.0% | +5.5% | -42.4% | -38.7% |
| 6M | -42.9% | +3.3% | -46.2% | -43.7% |
| YTD | -58.6% | +22.0% | -80.7% | -62.5% |
| 1Y | -48.2% | +25.7% | -74.0% | -53.7% |
| All | +88.5% | +14.5% | +74.0% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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