+212.8%
RDDT vs PSA
+14.3%
+198.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +0.9% | +1.4% |
| 7D | +2.1% | -1.8% | +4.0% | +2.5% |
| 30D | +2.8% | -8.4% | +11.2% | +4.5% |
| 3M | -8.9% | -7.8% | -1.1% | -7.6% |
| 6M | +15.1% | +0.8% | +14.3% | +14.0% |
| YTD | -31.4% | +16.5% | -47.9% | -35.0% |
| 1Y | -39.4% | +4.7% | -44.2% | -40.7% |
| All | +212.8% | +14.3% | +198.5% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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