-39.4%
RDDT vs B
+53.3%
-92.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | +2.1% | -2.4% | +4.5% | +2.8% |
| 30D | +2.8% | +6.3% | -3.5% | +1.0% |
| 3M | -8.9% | +12.1% | -21.1% | -11.9% |
| 6M | +15.1% | -3.1% | +18.2% | +14.3% |
| YTD | -31.4% | +2.0% | -33.3% | -32.0% |
| 1Y | -39.4% | +51.7% | -91.1% | -40.5% |
| All | -39.4% | +53.3% | -92.7% | -40.5% |
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