+95.2%
RDDT vs XLP
+29.8%
+65.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -0.8% |
| 7D | +3.5% | +2.5% | +1.0% | +4.1% |
| 30D | -33.7% | +7.3% | -41.1% | -32.5% |
| 3M | -37.7% | +8.1% | -45.8% | -36.5% |
| 6M | -36.1% | +10.5% | -46.6% | -34.3% |
| YTD | -57.2% | +21.2% | -78.3% | -56.2% |
| 1Y | -48.0% | +22.7% | -70.7% | -47.0% |
| All | +95.2% | +29.8% | +65.3% | +97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling