-45.7%
RDDT vs XLP
+24.3%
-70.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.4% | +2.6% | +7.8% |
| 7D | -24.4% | +5.9% | -30.2% | -21.8% |
| 30D | -32.3% | +13.5% | -45.7% | -27.3% |
| 3M | -36.3% | +8.4% | -44.7% | -33.3% |
| 6M | -39.7% | +11.5% | -51.3% | -34.8% |
| YTD | -55.7% | +20.6% | -76.3% | -53.2% |
| 1Y | -45.7% | +24.3% | -70.0% | -45.0% |
| All | -45.7% | +24.3% | -70.0% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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