+208.0%
RDDT vs BWA
+106.2%
+101.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.4% | +5.9% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | -0.5% | -5.5% | +4.9% | +0.6% |
| 3M | -9.8% | -7.6% | -2.2% | -8.5% |
| 6M | +15.8% | +25.0% | -9.2% | +9.7% |
| YTD | -32.4% | +47.0% | -79.4% | -41.9% |
| 1Y | -40.0% | +54.0% | -94.0% | -49.9% |
| All | +208.0% | +106.2% | +101.8% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling