-39.4%
RDDT vs AU
+72.0%
-111.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.5% |
| 7D | +2.1% | -4.3% | +6.4% | +2.9% |
| 30D | +2.8% | +7.3% | -4.5% | +1.2% |
| 3M | -8.9% | +26.3% | -35.3% | -13.1% |
| 6M | +15.1% | +1.8% | +13.3% | +11.8% |
| YTD | -31.4% | +26.8% | -58.2% | -34.0% |
| 1Y | -39.4% | +66.7% | -106.1% | -40.5% |
| All | -39.4% | +72.0% | -111.4% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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