+41.4%
XLF vs RDDT
+235.7%
-194.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -1.5% | +2.1% | -3.6% | -1.6% |
| 30D | -1.2% | +2.8% | -4.0% | -1.4% |
| 3M | +9.2% | -8.9% | +18.1% | +9.2% |
| 6M | +16.3% | +15.1% | +1.3% | +14.4% |
| YTD | +5.4% | -31.4% | +36.8% | +6.4% |
| 1Y | +7.6% | -39.4% | +47.0% | +8.9% |
| All | +41.4% | +235.7% | -194.3% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling