+190.3%
RDDT vs RL
+81.7%
+108.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.4% | -0.2% |
| 7D | -7.4% | -0.3% | -7.1% | -7.3% |
| 30D | -7.7% | -17.5% | +9.8% | +2.2% |
| 3M | -17.8% | -14.0% | -3.8% | -11.7% |
| 6M | +5.5% | -2.0% | +7.4% | +3.1% |
| YTD | -36.3% | -4.6% | -31.7% | -36.8% |
| 1Y | -39.0% | +9.5% | -48.5% | -44.8% |
| All | +190.3% | +81.7% | +108.6% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling