-45.7%
RDDT vs XLI
+12.2%
-57.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.1% | +7.1% | +6.7% |
| 7D | -24.4% | +0.6% | -24.9% | -24.3% |
| 30D | -32.3% | -0.4% | -31.9% | -31.9% |
| 3M | -36.3% | -8.8% | -27.5% | -32.9% |
| 6M | -39.7% | -0.4% | -39.4% | -39.6% |
| YTD | -55.7% | +10.1% | -65.8% | -60.6% |
| 1Y | -45.7% | +12.3% | -58.0% | -53.9% |
| All | -45.7% | +12.2% | -57.9% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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