+196.2%
RDDT vs TAP
-36.0%
+232.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -3.9% |
| 7D | +3.3% | -2.3% | +5.6% | +2.9% |
| 30D | -7.6% | -9.4% | +1.8% | -9.2% |
| 3M | -12.7% | -0.8% | -11.9% | -12.3% |
| 6M | +7.2% | -14.7% | +21.9% | +5.5% |
| YTD | -35.0% | -13.9% | -21.1% | -36.2% |
| 1Y | -35.0% | -18.6% | -16.4% | -36.9% |
| All | +196.2% | -36.0% | +232.1% | +246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling