+212.8%
RDDT vs PH
+76.9%
+135.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.5% |
| 7D | +2.1% | -1.3% | +3.4% | +2.9% |
| 30D | +2.8% | -11.0% | +13.8% | +10.5% |
| 3M | -8.9% | +5.5% | -14.5% | -13.8% |
| 6M | +15.1% | +1.5% | +13.6% | +10.9% |
| YTD | -31.4% | +8.8% | -40.1% | -38.0% |
| 1Y | -39.4% | +24.5% | -63.9% | -51.6% |
| All | +212.8% | +76.9% | +135.9% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 5y: compounded portfolio wealth divided by compounded PH 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…
5y analysis · Full analysis span regression · 6 months rolling