-39.4%
RDDT vs BROS
-32.8%
-6.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | +2.1% | -5.8% | +7.9% | +4.3% |
| 30D | +2.8% | -14.0% | +16.8% | +8.4% |
| 3M | -8.9% | -32.5% | +23.6% | +3.1% |
| 6M | +15.1% | -14.9% | +30.0% | +16.4% |
| YTD | -31.4% | -28.3% | -3.1% | -25.0% |
| 1Y | -39.4% | -34.0% | -5.5% | -38.4% |
| All | -39.4% | -32.8% | -6.6% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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