+208.0%
RDDT vs LOW
-18.4%
+226.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.4% |
| 7D | -0.4% | -2.6% | +2.2% | +0.4% |
| 30D | -0.5% | -11.1% | +10.6% | +3.2% |
| 3M | -9.8% | -8.5% | -1.3% | -7.2% |
| 6M | +15.8% | -20.8% | +36.7% | +23.8% |
| YTD | -32.4% | -17.2% | -15.2% | -29.7% |
| 1Y | -40.0% | -24.7% | -15.3% | -35.4% |
| All | +208.0% | -18.4% | +226.3% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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