-2.2%
TLT vs RDDT
+211.6%
-213.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.6% |
| 7D | -0.3% | -7.4% | +7.1% | -0.2% |
| 30D | 0.0% | -7.7% | +7.7% | 0.0% |
| 3M | -2.9% | -17.8% | +14.9% | -2.8% |
| 6M | -6.3% | +5.5% | -11.7% | -6.3% |
| YTD | -3.3% | -36.3% | +32.9% | -3.3% |
| 1Y | -4.2% | -39.0% | +34.8% | -4.2% |
| All | -2.2% | +211.6% | -213.8% | -1.6% |
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 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