-45.7%
RDDT vs CHRW
-10.6%
-35.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.2% | +5.7% | +5.9% |
| 7D | -24.4% | +4.9% | -29.2% | -25.0% |
| 30D | -32.3% | -4.8% | -27.4% | -31.7% |
| 3M | -36.3% | -13.1% | -23.2% | -34.9% |
| 6M | -39.7% | -16.3% | -23.4% | -39.6% |
| YTD | -55.7% | -15.8% | -39.9% | -59.0% |
| 1Y | -45.7% | -11.1% | -34.6% | -53.6% |
| All | -45.7% | -10.6% | -35.2% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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