-48.1%
RDDT vs CARR
-1.1%
-47.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.5% | +5.4% | +5.9% |
| 7D | -24.4% | -0.7% | -23.7% | -24.1% |
| 30D | -32.3% | +0.3% | -32.6% | -32.1% |
| 3M | -36.3% | -14.9% | -21.4% | -35.1% |
| 6M | -39.7% | -14.9% | -24.9% | -38.7% |
| YTD | -55.7% | +7.0% | -62.7% | -59.0% |
| All | -48.1% | -1.1% | -47.0% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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