+206.2%
RDDT vs USB
+61.2%
+145.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | +1.0% | +1.4% | -0.5% | +0.1% |
| 30D | -0.5% | -1.3% | +0.8% | +0.5% |
| 3M | -16.0% | +15.2% | -31.3% | -23.4% |
| 6M | +4.9% | +18.8% | -14.0% | -7.0% |
| YTD | -32.8% | +21.0% | -53.8% | -41.5% |
| 1Y | -33.5% | +34.0% | -67.5% | -46.2% |
| All | +206.2% | +61.2% | +145.0% | +112.2% |
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