+208.0%
RDDT vs W
+51.4%
+156.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.7% | +8.7% | +7.0% |
| 7D | -0.4% | +0.5% | -0.9% | -0.7% |
| 30D | -0.5% | -5.6% | +5.0% | +1.1% |
| 3M | -9.8% | +41.9% | -51.7% | -22.4% |
| 6M | +15.8% | +30.2% | -14.4% | +1.8% |
| YTD | -32.4% | -2.9% | -29.5% | -34.5% |
| 1Y | -40.0% | +11.6% | -51.6% | -45.8% |
| All | +208.0% | +51.4% | +156.5% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling