+196.2%
RDDT vs THC
+150.1%
+46.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.0% |
| 7D | +3.3% | -2.6% | +5.8% | +3.6% |
| 30D | -7.6% | -1.2% | -6.4% | -7.6% |
| 3M | -12.7% | +58.9% | -71.6% | -19.6% |
| 6M | +7.2% | +9.3% | -2.2% | +4.6% |
| YTD | -35.0% | +30.4% | -65.4% | -38.7% |
| 1Y | -35.0% | +34.6% | -69.6% | -39.3% |
| All | +196.2% | +150.1% | +46.0% | +155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling