+212.8%
RDDT vs UMC
+206.4%
+6.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.2% |
| 7D | +2.1% | +9.0% | -6.9% | +0.8% |
| 30D | +2.8% | +17.2% | -14.4% | +0.2% |
| 3M | -8.9% | +11.4% | -20.3% | -12.2% |
| 6M | +15.1% | +137.5% | -122.4% | -4.6% |
| YTD | -31.4% | +193.1% | -224.5% | -47.8% |
| 1Y | -39.4% | +240.3% | -279.7% | -55.7% |
| All | +212.8% | +206.4% | +6.4% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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