+212.8%
RDDT vs BKR
+85.7%
+127.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.8% |
| 7D | +2.1% | -7.0% | +9.1% | +4.4% |
| 30D | +2.8% | -8.1% | +10.9% | +5.6% |
| 3M | -8.9% | -6.6% | -2.3% | -7.2% |
| 6M | +15.1% | +0.9% | +14.2% | +12.0% |
| YTD | -31.4% | +31.1% | -62.5% | -42.9% |
| 1Y | -39.4% | +27.7% | -67.2% | -49.1% |
| All | +212.8% | +85.7% | +127.1% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 all: compounded portfolio wealth divided by compounded BKR 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…
all analysis · Full analysis span regression · 6 months rolling