-45.7%
RDDT vs CLX
-6.5%
-39.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.7% | +0.3% | +6.0% |
| 7D | -24.4% | +14.2% | -38.5% | -24.0% |
| 30D | -32.3% | +22.7% | -54.9% | -31.5% |
| 3M | -36.3% | -2.8% | -33.5% | -37.6% |
| 6M | -39.7% | +17.7% | -57.4% | -37.8% |
| YTD | -55.7% | +3.3% | -59.0% | -57.0% |
| 1Y | -45.7% | -5.6% | -40.1% | -44.7% |
| All | -45.7% | -6.5% | -39.2% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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