-45.7%
RDDT vs PPL
+1.0%
-46.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +5.9% | +6.0% |
| 7D | -24.4% | +1.8% | -26.2% | -24.0% |
| 30D | -32.3% | +8.4% | -40.7% | -31.1% |
| 3M | -36.3% | +2.4% | -38.7% | -35.9% |
| 6M | -39.7% | -4.0% | -35.8% | -39.9% |
| YTD | -55.7% | +4.5% | -60.1% | -55.7% |
| 1Y | -45.7% | +1.7% | -47.5% | -44.1% |
| All | -45.7% | +1.0% | -46.7% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling