+212.8%
RDDT vs TRU
-2.0%
+214.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.0% |
| 7D | +2.1% | -2.7% | +4.9% | +3.8% |
| 30D | +2.8% | -2.0% | +4.9% | +3.5% |
| 3M | -8.9% | +18.4% | -27.4% | -18.6% |
| 6M | +15.1% | +8.9% | +6.2% | +7.1% |
| YTD | -31.4% | -8.9% | -22.4% | -29.5% |
| 1Y | -39.4% | -15.9% | -23.6% | -34.6% |
| All | +212.8% | -2.0% | +214.8% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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