+9.1%
XLF vs RDDT
-31.4%
+40.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | +0.2% | -0.5% | +0.7% | +0.1% |
| 3M | +11.7% | -16.0% | +27.7% | +12.2% |
| 6M | +13.8% | +4.9% | +8.9% | +12.1% |
| YTD | +7.0% | -32.8% | +39.8% | +7.1% |
| 1Y | +9.1% | -33.5% | +42.6% | +8.4% |
| All | +9.1% | -31.4% | +40.5% | +8.4% |
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