+212.8%
RDDT vs W
+53.2%
+159.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.2% |
| 7D | +2.1% | -0.9% | +3.0% | +2.4% |
| 30D | +2.8% | -4.2% | +7.1% | +4.0% |
| 3M | -8.9% | +26.9% | -35.8% | -18.1% |
| 6M | +15.1% | +31.2% | -16.2% | +0.8% |
| YTD | -31.4% | -1.8% | -29.5% | -33.8% |
| 1Y | -39.4% | +9.3% | -48.8% | -44.8% |
| All | +212.8% | +53.2% | +159.6% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 5y: compounded portfolio wealth divided by compounded W 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…
5y analysis · Full analysis span regression · 6 months rolling