+95.2%
RDDT vs PL
+463.7%
-368.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +3.5% | +10.0% | -6.5% | +1.8% |
| 30D | -33.7% | -2.3% | -31.5% | -33.4% |
| 3M | -37.7% | -44.2% | +6.5% | -31.8% |
| 6M | -36.1% | -66.1% | +30.0% | -25.5% |
| YTD | -57.2% | -30.0% | -27.2% | -56.7% |
| 1Y | -48.0% | +21.0% | -69.1% | -52.9% |
| All | +95.2% | +463.7% | -368.5% | +27.9% |
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