+196.2%
RDDT vs Z
-34.8%
+231.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.2% | +0.3% |
| 7D | +3.3% | -3.3% | +6.5% | +5.2% |
| 30D | -7.6% | -3.7% | -3.9% | -6.5% |
| 3M | -12.7% | -7.0% | -5.7% | -10.5% |
| 6M | +7.2% | -29.5% | +36.7% | +28.2% |
| YTD | -35.0% | -52.6% | +17.5% | -3.0% |
| 1Y | -35.0% | -64.0% | +29.0% | +12.6% |
| All | +196.2% | -34.8% | +231.0% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling