+212.8%
RDDT vs RSG
+21.8%
+191.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.8% |
| 7D | +2.1% | 0.0% | +2.1% | +2.2% |
| 30D | +2.8% | +4.0% | -1.1% | +4.4% |
| 3M | -8.9% | +7.4% | -16.3% | -6.2% |
| 6M | +15.1% | +0.1% | +15.0% | +16.8% |
| YTD | -31.4% | +6.0% | -37.4% | -29.1% |
| 1Y | -39.4% | -3.0% | -36.5% | -38.5% |
| All | +212.8% | +21.8% | +191.0% | +329.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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