+208.0%
RDDT vs TAP
-36.6%
+244.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.1% |
| 7D | -0.4% | -5.3% | +4.8% | -1.2% |
| 30D | -0.5% | -7.4% | +6.8% | -1.7% |
| 3M | -9.8% | -4.9% | -4.9% | -10.1% |
| 6M | +15.8% | -14.2% | +30.0% | +14.1% |
| YTD | -32.4% | -14.8% | -17.6% | -33.8% |
| 1Y | -40.0% | -18.1% | -21.9% | -41.7% |
| All | +208.0% | -36.6% | +244.6% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling