-33.5%
RDDT vs XLI
+18.3%
-51.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +1.0% | -1.1% | +2.0% | +1.6% |
| 30D | -0.5% | -5.9% | +5.4% | +3.5% |
| 3M | -16.0% | -0.3% | -15.8% | -16.2% |
| 6M | +4.9% | +0.1% | +4.7% | +2.6% |
| YTD | -32.8% | +13.6% | -46.4% | -43.1% |
| 1Y | -33.5% | +17.2% | -50.6% | -47.4% |
| All | -33.5% | +18.3% | -51.7% | -47.4% |
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