+68.4%
T vs RDDT
+230.5%
-162.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | +1.8% |
| 7D | -2.4% | -0.4% | -2.0% | -2.5% |
| 30D | +4.3% | -0.5% | +4.8% | +4.3% |
| 3M | +11.6% | -9.8% | +21.4% | +11.5% |
| 6M | -5.6% | +15.8% | -21.4% | -4.9% |
| YTD | +6.6% | -32.4% | +39.0% | +6.5% |
| 1Y | -8.4% | -40.0% | +31.7% | -8.6% |
| All | +68.4% | +230.5% | -162.1% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling