+208.0%
RDDT vs PM
+120.9%
+87.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.2% | +3.9% | +6.4% |
| 7D | -0.4% | +1.9% | -2.4% | -0.1% |
| 30D | -0.5% | +1.9% | -2.5% | -0.2% |
| 3M | -9.8% | +4.6% | -14.4% | -8.8% |
| 6M | +15.8% | +11.7% | +4.1% | +17.7% |
| YTD | -32.4% | +20.4% | -52.8% | -30.8% |
| 1Y | -40.0% | +19.0% | -59.0% | -38.5% |
| All | +208.0% | +120.9% | +87.0% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 3y: compounded portfolio wealth divided by compounded PM 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…
3y analysis · Full analysis span regression · 6 months rolling