+190.3%
RDDT vs TPR
+150.0%
+40.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -0.8% |
| 7D | -7.4% | -7.3% | -0.1% | -4.9% |
| 30D | -7.7% | -30.7% | +23.0% | +3.8% |
| 3M | -17.8% | -21.6% | +3.8% | -12.0% |
| 6M | +5.5% | -21.3% | +26.8% | +11.8% |
| YTD | -36.3% | -10.2% | -26.1% | -36.6% |
| 1Y | -39.0% | +9.5% | -48.5% | -44.9% |
| All | +190.3% | +150.0% | +40.4% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling