+95.2%
RDDT vs PR
+49.8%
+45.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.5% |
| 7D | +3.5% | +6.0% | -2.5% | +1.8% |
| 30D | -33.7% | -4.2% | -29.6% | -33.5% |
| 3M | -37.7% | +10.0% | -47.7% | -40.7% |
| 6M | -36.1% | +15.6% | -51.7% | -41.2% |
| YTD | -57.2% | +68.2% | -125.4% | -68.2% |
| 1Y | -48.0% | +79.2% | -127.2% | -62.9% |
| All | +95.2% | +49.8% | +45.4% | +32.7% |
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