-13.3%
IBM vs RDDT
-48.8%
+35.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.0% | -4.3% | +1.0% |
| 7D | +0.4% | -24.4% | +24.8% | +3.0% |
| 30D | +14.8% | -32.3% | +47.0% | +19.4% |
| 3M | +8.9% | -36.3% | +45.2% | +13.8% |
| 6M | +12.4% | -39.7% | +52.2% | +16.2% |
| YTD | -12.4% | -55.7% | +43.3% | -8.9% |
| 1Y | -13.3% | -45.7% | +32.5% | -12.0% |
| All | -13.3% | -48.8% | +35.6% | -12.0% |
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 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