+212.8%
RDDT vs RL
+83.6%
+129.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.2% |
| 7D | +2.1% | -3.4% | +5.6% | +4.1% |
| 30D | +2.8% | -14.4% | +17.3% | +11.6% |
| 3M | -8.9% | -13.6% | +4.6% | -2.3% |
| 6M | +15.1% | +0.6% | +14.5% | +10.9% |
| YTD | -31.4% | -3.6% | -27.8% | -32.3% |
| 1Y | -39.4% | +8.3% | -47.8% | -44.7% |
| All | +212.8% | +83.6% | +129.2% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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