-45.7%
RDDT vs BWA
+17.4%
-63.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.5% | +8.5% | +6.1% |
| 7D | -24.4% | -9.9% | -14.5% | -24.1% |
| 30D | -32.3% | -16.4% | -15.9% | -32.2% |
| 3M | -36.3% | -19.8% | -16.5% | -36.1% |
| 6M | -39.7% | -10.0% | -29.8% | -38.1% |
| YTD | -55.7% | +12.7% | -68.4% | -56.4% |
| 1Y | -45.7% | +15.7% | -61.4% | -47.0% |
| All | -45.7% | +17.4% | -63.1% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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