+212.8%
RDDT vs USFR
+11.5%
+201.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.3% |
| 7D | +2.1% | +0.1% | +2.0% | +1.7% |
| 30D | +2.8% | +0.4% | +2.5% | +1.6% |
| 3M | -8.9% | +1.0% | -10.0% | -13.4% |
| 6M | +15.1% | +2.0% | +13.1% | +1.4% |
| YTD | -31.4% | +2.8% | -34.1% | -43.5% |
| 1Y | -39.4% | +4.1% | -43.5% | -55.6% |
| All | +212.8% | +11.5% | +201.3% | +619.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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