+196.2%
RDDT vs URI
+44.5%
+151.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | +3.3% | +2.5% | +0.8% | +2.4% |
| 30D | -7.6% | -12.5% | +4.9% | -3.8% |
| 3M | -12.7% | -6.2% | -6.5% | -11.5% |
| 6M | +7.2% | +25.9% | -18.7% | -3.3% |
| YTD | -35.0% | +26.2% | -61.2% | -43.1% |
| 1Y | -35.0% | +5.5% | -40.5% | -37.5% |
| All | +196.2% | +44.5% | +151.6% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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