-39.4%
RDDT vs AA
+56.9%
-96.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | +2.1% | -3.4% | +5.6% | +2.5% |
| 30D | +2.8% | -5.8% | +8.6% | +3.5% |
| 3M | -8.9% | -29.9% | +21.0% | -3.4% |
| 6M | +15.1% | -27.0% | +42.1% | +18.6% |
| YTD | -31.4% | -8.7% | -22.7% | -34.7% |
| 1Y | -39.4% | +50.6% | -90.1% | -52.2% |
| All | -39.4% | +56.9% | -96.3% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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