+109.5%
RDDT vs RF
+59.6%
+49.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.3% | +7.2% |
| 7D | +3.7% | -1.3% | +5.0% | +4.7% |
| 30D | -33.9% | +4.6% | -38.6% | -35.5% |
| 3M | -32.4% | -8.4% | -23.9% | -28.3% |
| 6M | -33.8% | +8.9% | -42.6% | -37.3% |
| YTD | -54.0% | +8.8% | -62.8% | -57.2% |
| 1Y | -49.3% | +18.9% | -68.2% | -55.8% |
| All | +109.5% | +59.6% | +49.8% | +47.9% |
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