-45.7%
RDDT vs ED
+27.1%
-72.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.0% | +3.0% | +8.5% |
| 7D | -24.4% | +5.4% | -29.7% | -20.6% |
| 30D | -32.3% | +16.4% | -48.6% | -22.4% |
| 3M | -36.3% | +11.9% | -48.2% | -29.5% |
| 6M | -39.7% | +11.6% | -51.3% | -33.2% |
| YTD | -55.7% | +24.1% | -79.8% | -45.4% |
| 1Y | -45.7% | +26.9% | -72.6% | -30.4% |
| All | -45.7% | +27.1% | -72.8% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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