-39.4%
RDDT vs BG
+53.0%
-92.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.2% |
| 7D | +2.1% | +3.1% | -1.0% | +2.9% |
| 30D | +2.8% | +10.2% | -7.4% | +5.1% |
| 3M | -8.9% | -1.7% | -7.3% | -7.8% |
| 6M | +15.1% | +1.0% | +14.1% | +16.7% |
| YTD | -31.4% | +39.9% | -71.3% | -33.3% |
| 1Y | -39.4% | +53.2% | -92.7% | -41.9% |
| All | -39.4% | +53.0% | -92.4% | -41.9% |
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