-6.4%
T vs RDDT
-48.8%
+42.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.0% | -3.9% | +2.4% |
| 7D | +5.5% | -24.4% | +29.8% | +4.0% |
| 30D | -8.9% | -32.3% | +23.3% | -10.7% |
| 3M | -5.6% | -36.3% | +30.7% | -7.7% |
| 6M | -14.3% | -39.7% | +25.5% | -16.0% |
| YTD | -7.9% | -55.7% | +47.8% | -10.4% |
| 1Y | -6.4% | -45.7% | +39.3% | -8.6% |
| All | -6.4% | -48.8% | +42.4% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling