+212.8%
RDDT vs TRI
-34.4%
+247.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.1% |
| 7D | +2.1% | -7.9% | +10.0% | +4.6% |
| 30D | +2.8% | -4.5% | +7.3% | +3.7% |
| 3M | -8.9% | +22.1% | -31.0% | -15.7% |
| 6M | +15.1% | -2.8% | +17.8% | +14.3% |
| YTD | -31.4% | -23.4% | -8.0% | -26.1% |
| 1Y | -39.4% | -41.5% | +2.1% | -28.3% |
| All | +212.8% | -34.4% | +247.1% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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