+76.3%
WMT vs RDDT
+230.5%
-154.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.2% | -0.2% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | -6.4% | -0.5% | -5.9% | -6.5% |
| 3M | -12.1% | -9.8% | -2.3% | -12.1% |
| 6M | -15.0% | +15.8% | -30.8% | -15.8% |
| YTD | -4.5% | -32.4% | +27.9% | -3.4% |
| 1Y | +6.2% | -40.0% | +46.2% | +7.8% |
| All | +76.3% | +230.5% | -154.2% | +73.8% |
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