-45.7%
RDDT vs ARWR
+59.7%
-105.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.6% | +2.4% | +5.4% |
| 7D | -24.4% | +2.4% | -26.7% | -24.6% |
| 30D | -32.3% | -1.1% | -31.1% | -32.1% |
| 3M | -36.3% | -31.2% | -5.1% | -32.8% |
| 6M | -39.7% | -19.3% | -20.4% | -37.9% |
| YTD | -55.7% | -7.1% | -48.5% | -55.7% |
| 1Y | -45.7% | +62.9% | -108.6% | -45.7% |
| All | -45.7% | +59.7% | -105.5% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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