-34.7%
RDDT vs XLP
+10.3%
-44.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -34.7% |
| 3M | -35.1% | +7.7% | -42.9% | -34.0% |
| 6M | -34.7% | +9.3% | -44.0% | -31.7% |
| All | -34.7% | +10.3% | -44.9% | -31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling