-45.7%
RDDT vs ECL
+23.8%
-69.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.4% | +2.6% | +5.5% |
| 7D | -24.4% | +7.7% | -32.1% | -25.3% |
| 30D | -32.3% | +13.7% | -46.0% | -33.8% |
| 3M | -36.3% | +11.6% | -47.9% | -37.4% |
| 6M | -39.7% | +23.9% | -63.6% | -42.2% |
| YTD | -55.7% | +21.0% | -76.6% | -59.0% |
| 1Y | -45.7% | +23.1% | -68.9% | -50.9% |
| All | -45.7% | +23.8% | -69.5% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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