+212.8%
RDDT vs PBR
+91.9%
+120.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | +2.1% | +5.4% | -3.2% | +2.1% |
| 30D | +2.8% | +22.9% | -20.1% | +2.8% |
| 3M | -8.9% | +19.6% | -28.6% | -9.1% |
| 6M | +15.1% | +16.5% | -1.4% | +14.5% |
| YTD | -31.4% | +86.7% | -118.0% | -37.4% |
| 1Y | -39.4% | +74.7% | -114.2% | -44.1% |
| All | +212.8% | +91.9% | +120.9% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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