+196.2%
RDDT vs S
-17.9%
+214.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.2% |
| 7D | +3.3% | -5.8% | +9.1% | +6.0% |
| 30D | -7.6% | -9.2% | +1.6% | -4.6% |
| 3M | -12.7% | +23.4% | -36.1% | -23.4% |
| 6M | +7.2% | +36.9% | -29.8% | -13.1% |
| YTD | -35.0% | +29.5% | -64.5% | -46.3% |
| 1Y | -35.0% | +5.4% | -40.5% | -40.1% |
| All | +196.2% | -17.9% | +214.0% | +182.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling