-39.4%
RDDT vs CHRW
+21.9%
-61.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | +2.1% | +3.5% | -1.3% | +1.9% |
| 30D | +2.8% | +4.6% | -1.8% | +2.5% |
| 3M | -8.9% | -19.7% | +10.8% | -7.9% |
| 6M | +15.1% | -12.4% | +27.5% | +14.9% |
| YTD | -31.4% | -3.9% | -27.5% | -29.3% |
| 1Y | -39.4% | +18.4% | -57.8% | -33.7% |
| All | -39.4% | +21.9% | -61.3% | -33.7% |
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