-45.7%
RDDT vs D
+23.9%
-69.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.4% | +1.5% | +7.7% |
| 7D | -24.4% | +8.5% | -32.9% | -21.5% |
| 30D | -32.3% | +14.3% | -46.6% | -28.5% |
| 3M | -36.3% | +1.8% | -38.1% | -35.3% |
| 6M | -39.7% | +13.0% | -52.8% | -36.5% |
| YTD | -55.7% | +22.7% | -78.4% | -50.1% |
| 1Y | -45.7% | +22.6% | -68.3% | -38.3% |
| All | -45.7% | +23.9% | -69.6% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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