-1.4%
LQD vs RDDT
-50.0%
+48.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.9% | +8.1% | +0.2% |
| 7D | +0.4% | -27.6% | +28.0% | +0.7% |
| 30D | +2.5% | -37.0% | +39.5% | +3.0% |
| 3M | -1.5% | -39.6% | +38.0% | -1.0% |
| 6M | -2.1% | -45.3% | +43.2% | -1.6% |
| YTD | -2.0% | -59.2% | +57.2% | -1.8% |
| 1Y | -1.4% | -52.2% | +50.8% | -1.2% |
| All | -1.4% | -50.0% | +48.6% | -1.2% |
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