-40.4%
RDDT vs ALK
-36.5%
-3.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +6.2% |
| 7D | -0.4% | -3.1% | +2.7% | +0.4% |
| 30D | -0.5% | -17.1% | +16.6% | +3.7% |
| 3M | -9.8% | -3.8% | -6.0% | -9.2% |
| 6M | +15.8% | -5.3% | +21.1% | +15.8% |
| YTD | -32.4% | -20.3% | -12.2% | -31.1% |
| All | -40.4% | -36.5% | -3.9% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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