+208.0%
RDDT vs M
+6.3%
+201.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.7% | +10.8% | +7.2% |
| 7D | -0.4% | -8.8% | +8.4% | +1.6% |
| 30D | -0.5% | -16.4% | +15.9% | +3.5% |
| 3M | -9.8% | -10.8% | +1.0% | -7.8% |
| 6M | +15.8% | +16.1% | -0.3% | +10.9% |
| YTD | -32.4% | -5.3% | -27.2% | -32.4% |
| 1Y | -40.0% | +24.9% | -64.9% | -44.2% |
| All | +208.0% | +6.3% | +201.7% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling