+212.8%
RDDT vs ARMK
+90.0%
+122.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | -0.1% |
| 7D | +2.1% | +3.1% | -1.0% | +0.4% |
| 30D | +2.8% | -2.8% | +5.6% | +4.6% |
| 3M | -8.9% | +7.6% | -16.5% | -12.6% |
| 6M | +15.1% | +47.9% | -32.8% | -9.0% |
| YTD | -31.4% | +60.0% | -91.4% | -48.6% |
| 1Y | -39.4% | +52.2% | -91.7% | -53.2% |
| All | +212.8% | +90.0% | +122.8% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling