+190.3%
RDDT vs ROL
-23.7%
+214.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.0% |
| 7D | -7.4% | -3.3% | -4.1% | -7.4% |
| 30D | -7.7% | -7.2% | -0.5% | -7.8% |
| 3M | -17.8% | -27.0% | +9.2% | -18.7% |
| 6M | +5.5% | -39.5% | +45.0% | +3.1% |
| YTD | -36.3% | -41.8% | +5.5% | -37.3% |
| 1Y | -39.0% | -38.9% | -0.2% | -39.3% |
| All | +190.3% | -23.7% | +214.0% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling