+212.8%
RDDT vs TXT
-14.8%
+227.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.5% |
| 7D | +2.1% | +2.4% | -0.3% | +0.9% |
| 30D | +2.8% | -8.9% | +11.7% | +7.6% |
| 3M | -8.9% | -13.6% | +4.6% | -2.6% |
| 6M | +15.1% | -13.1% | +28.2% | +22.1% |
| YTD | -31.4% | -7.0% | -24.3% | -30.8% |
| 1Y | -39.4% | -1.4% | -38.0% | -41.5% |
| All | +212.8% | -14.8% | +227.6% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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