+212.8%
RDDT vs ROP
-29.0%
+241.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.1% | -4.6% | +6.7% | +4.5% |
| 30D | +2.8% | -1.7% | +4.5% | +3.5% |
| 3M | -8.9% | +17.1% | -26.0% | -16.9% |
| 6M | +15.1% | +10.9% | +4.2% | +8.1% |
| YTD | -31.4% | -12.1% | -19.3% | -27.7% |
| 1Y | -39.4% | -24.2% | -15.2% | -31.9% |
| All | +212.8% | -29.0% | +241.8% | +268.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 5y: compounded portfolio wealth divided by compounded ROP 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…
5y analysis · Full analysis span regression · 6 months rolling