+212.8%
RDDT vs THC
+154.6%
+58.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +2.1% | -0.5% | +2.7% | +2.2% |
| 30D | +2.8% | -1.2% | +4.0% | +2.9% |
| 3M | -8.9% | +52.3% | -61.2% | -15.5% |
| 6M | +15.1% | +12.4% | +2.7% | +11.8% |
| YTD | -31.4% | +32.7% | -64.1% | -35.4% |
| 1Y | -39.4% | +36.4% | -75.8% | -43.5% |
| All | +212.8% | +154.6% | +58.2% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling