+212.8%
RDDT vs RNG
+90.0%
+122.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | +2.1% | -6.1% | +8.2% | +4.4% |
| 30D | +2.8% | +9.6% | -6.8% | -1.0% |
| 3M | -8.9% | +83.3% | -92.3% | -28.7% |
| 6M | +15.1% | +77.9% | -62.9% | -10.4% |
| YTD | -31.4% | +139.9% | -171.3% | -54.7% |
| 1Y | -39.4% | +121.7% | -161.1% | -58.3% |
| All | +212.8% | +90.0% | +122.7% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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