-45.7%
RDDT vs CAPR
+47.4%
-93.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +8.3% | -2.3% | +5.9% |
| 7D | -24.4% | +43.2% | -67.5% | -24.4% |
| 30D | -32.3% | +14.7% | -46.9% | -32.3% |
| 3M | -36.3% | +113.9% | -150.2% | -36.4% |
| 6M | -39.7% | -73.4% | +33.6% | -40.2% |
| YTD | -55.7% | -69.1% | +13.4% | -56.1% |
| 1Y | -45.7% | +47.2% | -92.9% | -45.0% |
| All | -45.7% | +47.4% | -93.2% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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