-45.7%
RDDT vs B
+27.8%
-73.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +8.3% | -2.3% | +2.7% |
| 7D | -24.4% | +1.1% | -25.5% | -24.4% |
| 30D | -32.3% | +0.3% | -32.6% | -32.2% |
| 3M | -36.3% | +5.4% | -41.7% | -37.7% |
| 6M | -39.7% | +5.5% | -45.2% | -41.5% |
| YTD | -55.7% | -6.3% | -49.3% | -55.4% |
| 1Y | -45.7% | +29.4% | -75.1% | -53.8% |
| All | -45.7% | +27.8% | -73.5% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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