+212.8%
RDDT vs USAR
+48.2%
+164.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.7% |
| 7D | +2.1% | -11.6% | +13.8% | +2.7% |
| 30D | +2.8% | -15.5% | +18.3% | +3.7% |
| 3M | -8.9% | -31.0% | +22.1% | -7.6% |
| 6M | +15.1% | -26.2% | +41.3% | +15.9% |
| YTD | -31.4% | +30.8% | -62.1% | -32.1% |
| 1Y | -39.4% | +7.1% | -46.5% | -39.6% |
| All | +212.8% | +48.2% | +164.6% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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