+206.2%
RDDT vs PL
+639.6%
-433.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | +1.0% | -9.3% | +10.3% | +2.6% |
| 30D | -0.5% | -18.9% | +18.4% | +2.9% |
| 3M | -16.0% | -58.4% | +42.4% | -4.8% |
| 6M | +4.9% | -30.3% | +35.2% | +7.5% |
| YTD | -32.8% | -8.1% | -24.7% | -34.8% |
| 1Y | -33.5% | +180.5% | -213.9% | -49.5% |
| All | +206.2% | +639.6% | -433.4% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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