+212.8%
RDDT vs Z
-34.6%
+247.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | -0.6% |
| 7D | +2.1% | -6.0% | +8.2% | +5.5% |
| 30D | +2.8% | -2.3% | +5.1% | +3.0% |
| 3M | -8.9% | -0.6% | -8.3% | -10.2% |
| 6M | +15.1% | -27.6% | +42.7% | +35.3% |
| YTD | -31.4% | -52.4% | +21.0% | +2.0% |
| 1Y | -39.4% | -63.6% | +24.1% | +4.4% |
| All | +212.8% | -34.6% | +247.3% | +256.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling