+196.2%
RDDT vs REPL
+80.3%
+115.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -3.3% |
| 7D | +3.3% | -5.7% | +9.0% | +3.1% |
| 30D | -7.6% | +22.5% | -30.1% | -7.1% |
| 3M | -12.7% | +64.7% | -77.4% | -9.1% |
| 6M | +7.2% | +83.0% | -75.9% | +10.9% |
| YTD | -35.0% | +52.0% | -87.0% | -32.6% |
| 1Y | -35.0% | +144.5% | -179.6% | -33.6% |
| All | +196.2% | +80.3% | +115.8% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling