+190.3%
RDDT vs XLP
+16.0%
+174.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.2% |
| 7D | -7.4% | -2.9% | -4.5% | -8.0% |
| 30D | -7.7% | -2.2% | -5.5% | -8.2% |
| 3M | -17.8% | -0.6% | -17.2% | -17.6% |
| 6M | +5.5% | -2.2% | +7.6% | +5.7% |
| YTD | -36.3% | +8.3% | -44.6% | -36.6% |
| 1Y | -39.0% | +5.7% | -44.8% | -39.3% |
| All | +190.3% | +16.0% | +174.3% | +186.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling