+88.5%
RDDT vs USB
+52.7%
+35.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | +3.7% | 0.0% | +3.7% | +3.8% |
| 30D | -37.7% | +5.8% | -43.6% | -39.6% |
| 3M | -37.0% | -6.0% | -31.0% | -34.0% |
| 6M | -42.9% | +7.8% | -50.7% | -45.5% |
| YTD | -58.6% | +14.6% | -73.2% | -62.5% |
| 1Y | -48.2% | +31.8% | -80.0% | -57.6% |
| All | +88.5% | +52.7% | +35.9% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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