+208.0%
RDDT vs PSKY
-14.1%
+222.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +5.9% |
| 7D | -0.4% | -6.0% | +5.6% | +0.4% |
| 30D | -0.5% | +10.7% | -11.2% | -1.8% |
| 3M | -9.8% | +1.2% | -11.0% | -9.9% |
| 6M | +15.8% | +1.5% | +14.3% | +15.7% |
| YTD | -32.4% | -21.8% | -10.7% | -31.1% |
| 1Y | -40.0% | -30.2% | -9.9% | -38.6% |
| All | +208.0% | -14.1% | +222.1% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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