-45.7%
RDDT vs CP
+35.2%
-81.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.5% | +2.5% | +6.1% |
| 7D | -24.4% | +5.6% | -29.9% | -24.0% |
| 30D | -32.3% | +10.0% | -42.3% | -32.0% |
| 3M | -36.3% | +4.4% | -40.7% | -35.9% |
| 6M | -39.7% | +14.1% | -53.8% | -39.7% |
| YTD | -55.7% | +29.1% | -84.7% | -55.9% |
| 1Y | -45.7% | +34.6% | -80.3% | -49.5% |
| All | -45.7% | +35.2% | -81.0% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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