-52.2%
RDDT vs BLK
+12.9%
-65.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.4% | -3.5% | -5.0% |
| 7D | -27.6% | -0.5% | -27.1% | -26.8% |
| 30D | -37.0% | +8.5% | -45.5% | -39.3% |
| 3M | -39.6% | +3.8% | -43.4% | -40.4% |
| 6M | -45.3% | +12.8% | -58.2% | -49.0% |
| YTD | -59.2% | +11.2% | -70.4% | -62.1% |
| 1Y | -52.2% | +11.4% | -63.6% | -55.6% |
| All | -52.2% | +12.9% | -65.1% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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