+50.2%
XLE vs RDDT
+217.8%
-167.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.2% |
| 7D | 0.0% | +3.3% | -3.3% | -0.1% |
| 30D | +12.6% | -7.6% | +20.3% | +12.7% |
| 3M | +11.8% | -12.7% | +24.6% | +11.9% |
| 6M | +16.1% | +7.2% | +8.9% | +15.1% |
| YTD | +46.9% | -35.0% | +81.9% | +48.4% |
| 1Y | +53.3% | -35.0% | +88.3% | +54.4% |
| All | +50.2% | +217.8% | -167.6% | +41.2% |
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