+206.2%
RDDT vs PPL
+39.5%
+166.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.0% | +2.7% | -1.7% | +1.3% |
| 30D | -0.5% | +0.5% | -1.0% | -0.4% |
| 3M | -16.0% | +0.7% | -16.7% | -15.9% |
| 6M | +4.9% | -7.6% | +12.5% | +4.0% |
| YTD | -32.8% | +1.8% | -34.6% | -32.6% |
| 1Y | -33.5% | -0.8% | -32.7% | -33.3% |
| All | +206.2% | +39.5% | +166.7% | +315.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling