-45.7%
RDDT vs DBX
+22.5%
-68.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.3% | +2.7% | +5.1% |
| 7D | -24.4% | -1.1% | -23.2% | -24.1% |
| 30D | -32.3% | +5.0% | -37.3% | -33.1% |
| 3M | -36.3% | +4.6% | -40.9% | -37.3% |
| 6M | -39.7% | +43.9% | -83.7% | -46.1% |
| YTD | -55.7% | +29.9% | -85.5% | -59.7% |
| 1Y | -45.7% | +24.6% | -70.3% | -50.2% |
| All | -45.7% | +22.5% | -68.3% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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