-45.7%
RDDT vs VYM
+21.8%
-67.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.2% | +4.8% | +4.6% |
| 7D | -24.4% | +1.2% | -25.5% | -25.0% |
| 30D | -32.3% | +5.2% | -37.5% | -35.3% |
| 3M | -36.3% | +0.5% | -36.8% | -36.5% |
| 6M | -39.7% | +7.7% | -47.4% | -43.4% |
| YTD | -55.7% | +17.2% | -72.9% | -63.6% |
| 1Y | -45.7% | +21.7% | -67.4% | -60.4% |
| All | -45.7% | +21.8% | -67.5% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling