+190.3%
RDDT vs RF
+66.6%
+123.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.6% |
| 7D | -7.4% | -0.1% | -7.2% | -7.3% |
| 30D | -7.7% | -4.0% | -3.7% | -5.2% |
| 3M | -17.8% | +5.6% | -23.4% | -20.6% |
| 6M | +5.5% | +13.1% | -7.6% | -3.2% |
| YTD | -36.3% | +13.6% | -49.9% | -42.4% |
| 1Y | -39.0% | +16.0% | -55.0% | -45.8% |
| All | +190.3% | +66.6% | +123.7% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling