+206.2%
RDDT vs XLP
+18.1%
+188.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.2% |
| 7D | +1.0% | -1.0% | +2.0% | +0.7% |
| 30D | -0.5% | -0.9% | +0.4% | -0.7% |
| 3M | -16.0% | +3.8% | -19.8% | -14.9% |
| 6M | +4.9% | -1.7% | +6.6% | +5.3% |
| YTD | -32.8% | +10.3% | -43.1% | -32.9% |
| 1Y | -33.5% | +7.8% | -41.2% | -33.5% |
| All | +206.2% | +18.1% | +188.1% | +203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling