+190.3%
RDDT vs PH
+76.8%
+113.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | -7.7% | -10.3% | +2.6% | -1.3% |
| 3M | -17.8% | +5.1% | -22.8% | -21.9% |
| 6M | +5.5% | +2.3% | +3.2% | +0.9% |
| YTD | -36.3% | +8.7% | -45.0% | -42.4% |
| 1Y | -39.0% | +26.8% | -65.8% | -52.0% |
| All | +190.3% | +76.8% | +113.6% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling