+208.0%
RDDT vs XYZ
-4.1%
+212.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.3% |
| 7D | -0.4% | -5.2% | +4.7% | +2.6% |
| 30D | -0.5% | 0.0% | -0.5% | -0.4% |
| 3M | -9.8% | +18.7% | -28.5% | -17.2% |
| 6M | +15.8% | +20.5% | -4.7% | +5.3% |
| YTD | -32.4% | +21.5% | -53.9% | -39.7% |
| 1Y | -40.0% | +7.2% | -47.2% | -42.9% |
| All | +208.0% | -4.1% | +212.0% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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