+190.3%
RDDT vs USAR
+62.5%
+127.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.8% |
| 7D | -7.4% | -4.4% | -2.9% | -7.2% |
| 30D | -7.7% | -10.4% | +2.7% | -7.2% |
| 3M | -17.8% | -18.4% | +0.6% | -17.2% |
| 6M | +5.5% | -8.8% | +14.3% | +5.5% |
| YTD | -36.3% | +43.4% | -79.7% | -37.2% |
| 1Y | -39.0% | +21.0% | -60.0% | -39.5% |
| All | +190.3% | +62.5% | +127.8% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling