+212.8%
RDDT vs RMBS
+38.3%
+174.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.0% |
| 7D | +2.1% | +1.8% | +0.4% | +1.5% |
| 30D | +2.8% | -13.9% | +16.7% | +7.3% |
| 3M | -8.9% | -39.8% | +30.9% | +4.1% |
| 6M | +15.1% | -6.0% | +21.1% | +5.6% |
| YTD | -31.4% | -5.4% | -26.0% | -39.6% |
| 1Y | -39.4% | -1.8% | -37.6% | -48.6% |
| All | +212.8% | +38.3% | +174.5% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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