-45.7%
RDDT vs ALC
+4.2%
-49.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.8% | -0.9% | +3.1% |
| 7D | -24.4% | +10.7% | -35.1% | -27.6% |
| 30D | -32.3% | +20.2% | -52.4% | -37.6% |
| 3M | -36.3% | +8.9% | -45.2% | -38.6% |
| 6M | -39.7% | +5.7% | -45.5% | -41.3% |
| YTD | -55.7% | -1.4% | -54.3% | -54.8% |
| 1Y | -45.7% | +4.7% | -50.5% | -48.1% |
| All | -45.7% | +4.2% | -49.9% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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