-45.7%
RDDT vs CHD
+30.9%
-76.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.6% | +3.3% | +6.6% |
| 7D | -24.4% | +6.9% | -31.3% | -23.0% |
| 30D | -32.3% | +17.1% | -49.4% | -29.4% |
| 3M | -36.3% | +9.1% | -45.4% | -35.0% |
| 6M | -39.7% | +21.4% | -61.1% | -35.4% |
| YTD | -55.7% | +34.9% | -90.5% | -52.2% |
| 1Y | -45.7% | +31.0% | -76.8% | -40.4% |
| All | -45.7% | +30.9% | -76.7% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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