+212.8%
RDDT vs U
+59.2%
+153.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.9% | 0.0% |
| 7D | +2.1% | +5.5% | -3.4% | +0.1% |
| 30D | +2.8% | -1.3% | +4.1% | +3.1% |
| 3M | -8.9% | +64.6% | -73.5% | -23.6% |
| 6M | +15.1% | +119.4% | -104.3% | -12.2% |
| YTD | -31.4% | -0.5% | -30.9% | -34.5% |
| 1Y | -39.4% | +1.3% | -40.7% | -42.9% |
| All | +212.8% | +59.2% | +153.6% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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