-2.9%
IBM vs RDDT
-39.5%
+36.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.8% |
| 7D | +3.6% | +2.1% | +1.4% | +3.3% |
| 30D | +3.1% | +2.8% | +0.3% | +2.4% |
| 3M | -10.8% | -8.9% | -1.9% | -11.1% |
| 6M | -0.8% | +15.1% | -15.9% | -5.5% |
| YTD | -16.2% | -31.4% | +15.2% | -16.1% |
| 1Y | -2.9% | -39.4% | +36.6% | -4.3% |
| All | -2.9% | -39.5% | +36.6% | -4.3% |
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 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