+190.3%
RDDT vs ARMK
+84.6%
+105.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | -7.4% | +0.3% | -7.7% | -7.6% |
| 30D | -7.7% | +2.4% | -10.1% | -8.9% |
| 3M | -17.8% | +6.1% | -23.8% | -20.5% |
| 6M | +5.5% | +41.8% | -36.3% | -14.5% |
| YTD | -36.3% | +55.5% | -91.8% | -51.5% |
| 1Y | -39.0% | +49.6% | -88.6% | -52.5% |
| All | +190.3% | +84.6% | +105.7% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling