-45.7%
RDDT vs DE
+49.6%
-95.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.6% | +4.4% | +6.3% |
| 7D | -24.4% | +5.6% | -30.0% | -23.5% |
| 30D | -32.3% | -0.8% | -31.4% | -32.0% |
| 3M | -36.3% | +9.8% | -46.1% | -35.2% |
| 6M | -39.7% | +17.5% | -57.3% | -37.8% |
| YTD | -55.7% | +46.5% | -102.1% | -56.0% |
| 1Y | -45.7% | +46.1% | -91.8% | -46.8% |
| All | -45.7% | +49.6% | -95.4% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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