+212.8%
RDDT vs S
-16.5%
+229.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +2.1% | -0.7% | +2.8% | +2.5% |
| 30D | +2.8% | -11.4% | +14.3% | +7.7% |
| 3M | -8.9% | +33.8% | -42.7% | -23.2% |
| 6M | +15.1% | +39.5% | -24.4% | -7.6% |
| YTD | -31.4% | +31.7% | -63.0% | -43.7% |
| 1Y | -39.4% | +7.0% | -46.4% | -44.4% |
| All | +212.8% | -16.5% | +229.3% | +196.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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