+35.5%
RSP vs RDDT
+228.6%
-193.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.8% | +1.0% | -1.7% | -0.8% |
| 30D | -0.3% | -0.5% | +0.2% | -0.4% |
| 3M | +4.3% | -16.0% | +20.3% | +4.7% |
| 6M | +8.8% | +4.9% | +4.0% | +7.7% |
| YTD | +15.3% | -32.8% | +48.1% | +16.4% |
| 1Y | +18.3% | -33.5% | +51.7% | +19.1% |
| All | +35.5% | +228.6% | -193.2% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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