+208.0%
RDDT vs REPL
+61.7%
+146.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -8.4% | +14.5% | +5.9% |
| 7D | -0.4% | -13.4% | +13.0% | -0.7% |
| 30D | -0.5% | -3.0% | +2.5% | -0.6% |
| 3M | -9.8% | +56.3% | -66.1% | -6.3% |
| 6M | +15.8% | +60.9% | -45.1% | +19.7% |
| YTD | -32.4% | +36.2% | -68.6% | -30.0% |
| 1Y | -40.0% | +121.0% | -161.1% | -38.9% |
| All | +208.0% | +61.7% | +146.3% | +146.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling