+190.3%
RDDT vs PSA
+13.6%
+176.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.5% |
| 7D | -7.4% | -2.2% | -5.1% | -7.0% |
| 30D | -7.7% | -9.6% | +1.8% | -6.0% |
| 3M | -17.8% | -7.9% | -9.9% | -16.6% |
| 6M | +5.5% | -2.0% | +7.5% | +5.2% |
| YTD | -36.3% | +15.7% | -52.0% | -39.6% |
| 1Y | -39.0% | +5.8% | -44.8% | -40.6% |
| All | +190.3% | +13.6% | +176.7% | +184.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling