+206.2%
RDDT vs P
+88.6%
+117.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | +1.0% | +6.5% | -5.6% | -1.1% |
| 30D | -0.5% | +18.8% | -19.3% | -6.7% |
| 3M | -16.0% | +26.7% | -42.8% | -23.7% |
| 6M | +4.9% | +62.2% | -57.3% | -15.0% |
| YTD | -32.8% | +48.5% | -81.3% | -44.7% |
| 1Y | -33.5% | +26.4% | -59.8% | -44.0% |
| All | +206.2% | +88.6% | +117.6% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling