-45.7%
RDDT vs DRI
+34.0%
-79.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.1% | +0.9% | +6.2% |
| 7D | -24.4% | +6.5% | -30.8% | -24.1% |
| 30D | -32.3% | +16.4% | -48.7% | -31.4% |
| 3M | -36.3% | +13.6% | -50.0% | -35.2% |
| 6M | -39.7% | +22.0% | -61.7% | -37.7% |
| YTD | -55.7% | +29.3% | -85.0% | -56.6% |
| 1Y | -45.7% | +32.0% | -77.8% | -47.2% |
| All | -45.7% | +34.0% | -79.7% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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