+137.2%
SOXX vs RDDT
+235.7%
-98.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | +1.4% | +2.1% | -0.8% | +1.0% |
| 30D | -3.6% | +2.8% | -6.4% | -4.3% |
| 3M | -10.2% | -8.9% | -1.2% | -10.2% |
| 6M | +54.2% | +15.1% | +39.2% | +47.4% |
| YTD | +75.2% | -31.4% | +106.6% | +80.4% |
| 1Y | +107.5% | -39.4% | +146.9% | +116.0% |
| All | +137.2% | +235.7% | -98.5% | +90.5% |
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