+208.0%
RDDT vs XLP
+16.1%
+191.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.0% | +6.1% |
| 7D | -0.4% | -2.5% | +2.1% | -1.0% |
| 30D | -0.5% | -1.9% | +1.3% | -0.9% |
| 3M | -9.8% | -2.1% | -7.7% | -10.0% |
| 6M | +15.8% | -1.8% | +17.7% | +16.1% |
| YTD | -32.4% | +8.3% | -40.7% | -32.8% |
| 1Y | -40.0% | +6.8% | -46.9% | -40.4% |
| All | +208.0% | +16.1% | +191.9% | +204.1% |
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