+196.2%
RDDT vs PM
+115.1%
+81.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.1% |
| 7D | +3.3% | -1.3% | +4.6% | +3.1% |
| 30D | -7.6% | -2.6% | -5.1% | -8.0% |
| 3M | -12.7% | +5.8% | -18.5% | -11.7% |
| 6M | +7.2% | +10.6% | -3.4% | +8.7% |
| YTD | -35.0% | +17.2% | -52.2% | -33.7% |
| 1Y | -35.0% | +17.6% | -52.7% | -33.6% |
| All | +196.2% | +115.1% | +81.1% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling