-33.5%
RDDT vs CLX
-20.9%
-12.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.2% |
| 7D | +1.0% | -9.2% | +10.2% | -0.3% |
| 30D | -0.5% | -11.0% | +10.5% | -2.1% |
| 3M | -16.0% | +5.0% | -21.1% | -14.2% |
| 6M | +4.9% | -18.8% | +23.7% | +3.8% |
| YTD | -32.8% | -4.4% | -28.4% | -34.0% |
| 1Y | -33.5% | -21.9% | -11.6% | -31.8% |
| All | -33.5% | -20.9% | -12.6% | -31.8% |
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