+212.8%
RDDT vs P
+86.1%
+126.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.8% | +0.3% |
| 7D | +2.1% | -1.3% | +3.5% | +2.4% |
| 30D | +2.8% | -11.9% | +14.7% | +6.2% |
| 3M | -8.9% | +41.6% | -50.5% | -20.2% |
| 6M | +15.1% | +58.1% | -43.1% | -6.1% |
| YTD | -31.4% | +46.5% | -77.9% | -43.3% |
| 1Y | -39.4% | +19.1% | -58.5% | -47.8% |
| All | +212.8% | +86.1% | +126.7% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling