-45.7%
RDDT vs REPL
+125.1%
-170.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.2% | +5.8% | +6.0% |
| 7D | -24.4% | +28.8% | -53.2% | -22.9% |
| 30D | -32.3% | +57.3% | -89.6% | -29.9% |
| 3M | -36.3% | +73.6% | -109.9% | -33.4% |
| 6M | -39.7% | +582.8% | -622.6% | -28.4% |
| YTD | -55.7% | +112.9% | -168.5% | -48.3% |
| 1Y | -45.7% | +130.7% | -176.4% | -36.4% |
| All | -45.7% | +125.1% | -170.9% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling