-45.7%
RDDT vs AEM
+17.3%
-63.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +9.7% | -3.7% | +2.5% |
| 7D | -24.4% | +0.2% | -24.5% | -24.1% |
| 30D | -32.3% | +0.1% | -32.3% | -32.1% |
| 3M | -36.3% | +22.1% | -58.4% | -39.9% |
| 6M | -39.7% | +2.4% | -42.2% | -41.0% |
| YTD | -55.7% | +8.9% | -64.6% | -56.2% |
| 1Y | -45.7% | +18.7% | -64.4% | -49.8% |
| All | -45.7% | +17.3% | -63.0% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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