+212.8%
RDDT vs OMC
-9.2%
+222.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.7% |
| 7D | +2.1% | -4.4% | +6.5% | +3.6% |
| 30D | +2.8% | -7.6% | +10.4% | +5.2% |
| 3M | -8.9% | +4.5% | -13.5% | -11.0% |
| 6M | +15.1% | -0.3% | +15.3% | +14.2% |
| YTD | -31.4% | -0.1% | -31.2% | -32.1% |
| 1Y | -39.4% | +4.6% | -44.1% | -41.0% |
| All | +212.8% | -9.2% | +222.0% | +209.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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