-39.4%
RDDT vs CRL
+80.5%
-120.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.4% | +1.0% |
| 7D | +2.1% | -3.5% | +5.7% | +3.2% |
| 30D | +2.8% | -2.1% | +5.0% | +3.4% |
| 3M | -8.9% | +48.0% | -56.9% | -20.4% |
| 6M | +15.1% | +64.7% | -49.7% | -3.0% |
| YTD | -31.4% | +39.5% | -70.9% | -41.6% |
| 1Y | -39.4% | +74.2% | -113.6% | -45.9% |
| All | -39.4% | +80.5% | -120.0% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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