+212.8%
RDDT vs CHRW
+118.0%
+94.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | +2.1% | +3.5% | -1.3% | +1.5% |
| 30D | +2.8% | +4.6% | -1.8% | +1.8% |
| 3M | -8.9% | -19.7% | +10.8% | -5.5% |
| 6M | +15.1% | -12.4% | +27.5% | +16.5% |
| YTD | -31.4% | -3.9% | -27.5% | -32.1% |
| 1Y | -39.4% | +18.4% | -57.8% | -42.9% |
| All | +212.8% | +118.0% | +94.8% | +148.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling