-52.2%
RDDT vs AUR
-10.8%
-41.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.2% | -6.7% | -7.6% |
| 7D | -27.6% | -8.5% | -19.1% | -25.8% |
| 30D | -37.0% | -29.9% | -7.1% | -30.8% |
| 3M | -39.6% | -39.8% | +0.2% | -31.4% |
| 6M | -45.3% | -38.3% | -7.1% | -39.4% |
| YTD | -59.2% | +4.9% | -64.1% | -60.6% |
| 1Y | -52.2% | -9.6% | -42.6% | -52.2% |
| All | -52.2% | -10.8% | -41.4% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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