-39.4%
RDDT vs CP
+20.2%
-59.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.6% |
| 7D | +2.1% | -2.6% | +4.7% | +2.2% |
| 30D | +2.8% | -3.7% | +6.5% | +2.9% |
| 3M | -8.9% | +0.1% | -9.1% | -8.9% |
| 6M | +15.1% | +7.8% | +7.2% | +13.6% |
| YTD | -31.4% | +21.7% | -53.1% | -32.1% |
| 1Y | -39.4% | +18.6% | -58.1% | -43.7% |
| All | -39.4% | +20.2% | -59.7% | -43.7% |
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