+97.4%
RDDT vs XLP
+28.0%
+69.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.9% |
| 7D | +6.1% | -0.2% | +6.3% | +6.0% |
| 30D | -35.9% | +8.2% | -44.1% | -34.6% |
| 3M | -35.1% | +7.7% | -42.9% | -33.9% |
| 6M | -34.7% | +9.3% | -44.0% | -33.0% |
| YTD | -56.7% | +19.5% | -76.2% | -55.9% |
| 1Y | -50.9% | +21.0% | -71.9% | -50.1% |
| All | +97.4% | +28.0% | +69.3% | +99.5% |
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