-39.4%
RDDT vs REPL
+119.0%
-158.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.4% |
| 7D | +2.1% | -14.1% | +16.2% | +1.5% |
| 30D | +2.8% | -15.2% | +18.0% | +2.1% |
| 3M | -8.9% | +49.9% | -58.8% | -2.2% |
| 6M | +15.1% | +63.5% | -48.5% | +24.4% |
| YTD | -31.4% | +32.9% | -64.3% | -25.7% |
| 1Y | -39.4% | +115.0% | -154.4% | -36.6% |
| All | -39.4% | +119.0% | -158.4% | -36.6% |
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