-45.7%
RDDT vs EMB
+0.7%
-46.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.0% | +5.0% | +3.1% |
| 7D | -24.4% | +0.7% | -25.1% | -25.6% |
| 30D | -32.3% | +2.3% | -34.6% | -36.1% |
| 3M | -36.3% | -2.5% | -33.8% | -31.2% |
| 6M | -39.7% | -1.1% | -38.6% | -36.6% |
| YTD | -55.7% | -0.6% | -55.1% | -53.6% |
| 1Y | -45.7% | +0.6% | -46.4% | -45.8% |
| All | -45.7% | +0.7% | -46.4% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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