-39.4%
RDDT vs ACI
-32.3%
-7.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.7% | +2.0% |
| 7D | +2.1% | -3.7% | +5.9% | +1.6% |
| 30D | +2.8% | +0.6% | +2.2% | +2.9% |
| 3M | -8.9% | -20.3% | +11.4% | -13.4% |
| 6M | +15.1% | -24.7% | +39.7% | +7.8% |
| YTD | -31.4% | -27.2% | -4.1% | -36.5% |
| 1Y | -39.4% | -32.7% | -6.7% | -40.7% |
| All | -39.4% | -32.3% | -7.1% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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