+190.3%
RDDT vs XLC
+38.3%
+152.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -0.8% |
| 7D | -7.4% | -1.4% | -6.0% | -4.8% |
| 30D | -7.7% | -0.9% | -6.8% | -5.7% |
| 3M | -17.8% | -0.3% | -17.5% | -17.1% |
| 6M | +5.5% | -5.2% | +10.6% | +18.2% |
| YTD | -36.3% | -5.3% | -31.0% | -28.3% |
| 1Y | -39.0% | -2.8% | -36.2% | -34.1% |
| All | +190.3% | +38.3% | +152.0% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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