-48.0%
RDDT vs CF
+50.1%
-98.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +3.5% | +4.8% | -1.3% | +5.4% |
| 30D | -33.7% | +4.7% | -38.5% | -31.7% |
| 3M | -37.7% | +7.4% | -45.2% | -35.1% |
| 6M | -36.1% | +0.6% | -36.7% | -33.6% |
| YTD | -57.2% | +64.1% | -121.3% | -52.4% |
| 1Y | -48.0% | +51.4% | -99.4% | -42.7% |
| All | -48.0% | +50.1% | -98.1% | -42.7% |
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