+196.2%
RDDT vs TER
+243.1%
-46.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -4.2% |
| 7D | +3.3% | +11.0% | -7.7% | +0.9% |
| 30D | -7.6% | -1.9% | -5.7% | -7.5% |
| 3M | -12.7% | -0.7% | -12.0% | -15.4% |
| 6M | +7.2% | +36.4% | -29.2% | -7.9% |
| YTD | -35.0% | +92.4% | -127.5% | -51.2% |
| 1Y | -35.0% | +213.5% | -248.6% | -60.1% |
| All | +196.2% | +243.1% | -46.9% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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