+208.0%
RDDT vs ON
-8.7%
+216.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.4% |
| 7D | -0.4% | -4.7% | +4.3% | +1.1% |
| 30D | -0.5% | -13.5% | +12.9% | +3.9% |
| 3M | -9.8% | -36.3% | +26.5% | +0.8% |
| 6M | +15.8% | +17.8% | -1.9% | -0.1% |
| YTD | -32.4% | +29.6% | -62.0% | -44.7% |
| 1Y | -40.0% | +45.8% | -85.8% | -53.6% |
| All | +208.0% | -8.7% | +216.6% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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