+5.5%
RDDT vs PM
+11.5%
-6.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -1.8% |
| 7D | -7.4% | -1.2% | -6.2% | -7.6% |
| 30D | -7.7% | -0.2% | -7.6% | -7.5% |
| 3M | -17.8% | +4.9% | -22.7% | -15.9% |
| 6M | +5.5% | +9.0% | -3.6% | +5.5% |
| All | +5.5% | +11.5% | -6.0% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling