+206.2%
RDDT vs NET
+178.9%
+27.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +0.1% |
| 7D | +1.0% | -7.0% | +7.9% | +4.4% |
| 30D | -0.5% | -4.8% | +4.3% | +0.5% |
| 3M | -16.0% | +3.8% | -19.8% | -19.4% |
| 6M | +4.9% | +50.0% | -45.2% | -23.4% |
| YTD | -32.8% | +41.5% | -74.3% | -50.7% |
| 1Y | -33.5% | +32.8% | -66.3% | -49.2% |
| All | +206.2% | +178.9% | +27.3% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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