+208.0%
RDDT vs ROK
+54.6%
+153.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.5% |
| 7D | -0.4% | -1.6% | +1.2% | +0.2% |
| 30D | -0.5% | -5.4% | +4.9% | +1.9% |
| 3M | -9.8% | -4.0% | -5.8% | -9.4% |
| 6M | +15.8% | +13.3% | +2.5% | +6.4% |
| YTD | -32.4% | +9.3% | -41.8% | -37.2% |
| 1Y | -40.0% | +25.8% | -65.8% | -47.8% |
| All | +208.0% | +54.6% | +153.4% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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