+206.2%
RDDT vs VST
+123.3%
+82.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -2.3% |
| 7D | +1.0% | +8.9% | -8.0% | -2.2% |
| 30D | -0.5% | +6.2% | -6.7% | -2.7% |
| 3M | -16.0% | -2.7% | -13.3% | -16.0% |
| 6M | +4.9% | -8.4% | +13.2% | +5.9% |
| YTD | -32.8% | -7.2% | -25.6% | -33.7% |
| 1Y | -33.5% | -20.9% | -12.6% | -30.3% |
| All | +206.2% | +123.3% | +82.9% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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