+212.8%
RDDT vs ROL
-23.3%
+236.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | +2.1% | -3.2% | +5.3% | +2.1% |
| 30D | +2.8% | -4.9% | +7.7% | +2.7% |
| 3M | -8.9% | -25.8% | +16.9% | -9.9% |
| 6M | +15.1% | -37.6% | +52.6% | +12.6% |
| YTD | -31.4% | -41.5% | +10.1% | -32.5% |
| 1Y | -39.4% | -39.5% | 0.0% | -39.8% |
| All | +212.8% | -23.3% | +236.1% | +199.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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