-45.7%
RDDT vs AS
+3.3%
-49.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.1% | +0.9% | +4.0% |
| 7D | -24.4% | +13.8% | -38.1% | -28.2% |
| 30D | -32.3% | +16.7% | -48.9% | -36.3% |
| 3M | -36.3% | -11.5% | -24.8% | -32.9% |
| 6M | -39.7% | -5.5% | -34.2% | -38.8% |
| YTD | -55.7% | -14.2% | -41.5% | -52.4% |
| 1Y | -45.7% | +2.1% | -47.8% | -46.7% |
| All | -45.7% | +3.3% | -49.1% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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