-45.7%
RDDT vs CF
+35.9%
-81.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.4% | +10.4% | +4.6% |
| 7D | -24.4% | -6.9% | -17.5% | -25.4% |
| 30D | -32.3% | -3.7% | -28.5% | -32.6% |
| 3M | -36.3% | -5.0% | -31.3% | -36.6% |
| 6M | -39.7% | -10.5% | -29.3% | -40.2% |
| YTD | -55.7% | +46.5% | -102.2% | -56.9% |
| 1Y | -45.7% | +34.8% | -80.6% | -43.7% |
| All | -45.7% | +35.9% | -81.6% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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