+206.2%
RDDT vs RF
+69.6%
+136.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +1.0% | +1.3% | -0.4% | +0.2% |
| 30D | -0.5% | -3.6% | +3.1% | +1.9% |
| 3M | -16.0% | +8.1% | -24.1% | -20.1% |
| 6M | +4.9% | +11.5% | -6.6% | -2.8% |
| YTD | -32.8% | +15.6% | -48.4% | -39.9% |
| 1Y | -33.5% | +15.7% | -49.1% | -40.7% |
| All | +206.2% | +69.6% | +136.7% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling