+212.8%
RDDT vs TPR
+160.5%
+52.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.8% |
| 7D | +2.1% | -3.0% | +5.1% | +3.2% |
| 30D | +2.8% | -22.6% | +25.5% | +11.1% |
| 3M | -8.9% | -18.2% | +9.3% | -3.9% |
| 6M | +15.1% | -18.0% | +33.0% | +20.3% |
| YTD | -31.4% | -6.4% | -25.0% | -32.6% |
| 1Y | -39.4% | +12.3% | -51.7% | -45.6% |
| All | +212.8% | +160.5% | +52.3% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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