-33.5%
RDDT vs BAX
+9.9%
-43.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | +1.0% | -1.1% | +2.1% | +1.3% |
| 30D | -0.5% | -5.5% | +4.9% | +1.2% |
| 3M | -16.0% | +33.5% | -49.6% | -21.6% |
| 6M | +4.9% | +35.9% | -31.0% | -3.5% |
| YTD | -32.8% | +35.4% | -68.2% | -38.0% |
| 1Y | -33.5% | +9.8% | -43.2% | -35.2% |
| All | -33.5% | +9.9% | -43.4% | -35.2% |
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