+212.8%
RDDT vs PM
+122.4%
+90.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.7% |
| 7D | +2.1% | +4.7% | -2.5% | +2.8% |
| 30D | +2.8% | +2.6% | +0.2% | +3.2% |
| 3M | -8.9% | +6.6% | -15.5% | -7.7% |
| 6M | +15.1% | +16.5% | -1.4% | +17.6% |
| YTD | -31.4% | +21.2% | -52.5% | -29.6% |
| 1Y | -39.4% | +17.9% | -57.4% | -37.9% |
| All | +212.8% | +122.4% | +90.3% | +207.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling