-8.6%
BA vs RDDT
+111.8%
-120.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.8% | +4.1% | -1.0% |
| 7D | -0.6% | +6.1% | -6.7% | -1.3% |
| 30D | -8.0% | -35.9% | +27.9% | -3.8% |
| 3M | -25.8% | -35.1% | +9.3% | -22.7% |
| 6M | -27.6% | -34.7% | +7.1% | -25.3% |
| YTD | -21.0% | -56.7% | +35.7% | -15.5% |
| 1Y | -12.3% | -50.9% | +38.7% | -7.7% |
| All | -8.6% | +111.8% | -120.4% | -19.0% |
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