-45.7%
RDDT vs BAX
+46.0%
-91.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.0% | +2.0% | +4.5% |
| 7D | -24.4% | +4.1% | -28.4% | -25.5% |
| 30D | -32.3% | +9.4% | -41.7% | -34.3% |
| 3M | -36.3% | -6.5% | -29.8% | -35.2% |
| 6M | -39.7% | +59.6% | -99.3% | -46.2% |
| YTD | -55.7% | +38.9% | -94.5% | -57.8% |
| 1Y | -45.7% | +48.0% | -93.7% | -49.0% |
| All | -45.7% | +46.0% | -91.8% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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