+208.0%
RDDT vs RUN
-25.7%
+233.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.9% | +8.0% | +6.2% |
| 7D | -0.4% | -3.4% | +2.9% | -0.1% |
| 30D | -0.5% | -14.0% | +13.4% | +0.7% |
| 3M | -9.8% | -27.5% | +17.7% | -7.6% |
| 6M | +15.8% | -29.0% | +44.8% | +18.7% |
| YTD | -32.4% | -53.1% | +20.7% | -29.4% |
| 1Y | -40.0% | -46.7% | +6.7% | -37.8% |
| All | +208.0% | -25.7% | +233.7% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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