+190.3%
RDDT vs XRT
+12.4%
+178.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -0.4% |
| 7D | -7.4% | -2.4% | -5.0% | -5.2% |
| 30D | -7.7% | -6.9% | -0.8% | -1.1% |
| 3M | -17.8% | -0.4% | -17.4% | -17.4% |
| 6M | +5.5% | +2.2% | +3.2% | +2.8% |
| YTD | -36.3% | -0.7% | -35.6% | -36.7% |
| 1Y | -39.0% | -2.0% | -37.0% | -38.5% |
| All | +190.3% | +12.4% | +178.0% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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