-45.7%
RDDT vs BG
+7.2%
-52.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.4% | +3.6% | +6.7% |
| 7D | -24.4% | -3.8% | -20.6% | -25.2% |
| 30D | -32.3% | -9.6% | -22.7% | -34.3% |
| 3M | -36.3% | -8.5% | -27.8% | -37.5% |
| 6M | -39.7% | -23.0% | -16.7% | -43.4% |
| YTD | -55.7% | +10.9% | -66.6% | -61.2% |
| 1Y | -45.7% | +6.0% | -51.7% | -50.9% |
| All | -45.7% | +7.2% | -52.9% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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