+196.2%
RDDT vs PR
+52.7%
+143.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.7% |
| 7D | +3.3% | -0.6% | +3.9% | +3.5% |
| 30D | -7.6% | +17.4% | -25.0% | -13.0% |
| 3M | -12.7% | +21.8% | -34.5% | -20.2% |
| 6M | +7.2% | +27.6% | -20.4% | -5.5% |
| YTD | -35.0% | +71.4% | -106.4% | -51.4% |
| 1Y | -35.0% | +78.3% | -113.4% | -52.9% |
| All | +196.2% | +52.7% | +143.5% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 3y: compounded portfolio wealth divided by compounded PR 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…
3y analysis · Full analysis span regression · 6 months rolling