+95.2%
RDDT vs RF
+60.9%
+34.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.9% |
| 7D | +3.5% | +1.9% | +1.6% | +2.3% |
| 30D | -33.7% | +7.3% | -41.1% | -36.4% |
| 3M | -37.7% | -7.9% | -29.8% | -34.2% |
| 6M | -36.1% | +10.5% | -46.6% | -40.1% |
| YTD | -57.2% | +9.6% | -66.8% | -60.3% |
| 1Y | -48.0% | +20.3% | -68.3% | -55.1% |
| All | +95.2% | +60.9% | +34.3% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling