-39.4%
RDDT vs EMB
+3.1%
-42.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.8% |
| 7D | +2.1% | -1.2% | +3.3% | +5.7% |
| 30D | +2.8% | -1.3% | +4.1% | +6.6% |
| 3M | -8.9% | -1.8% | -7.2% | -3.7% |
| 6M | +15.1% | +0.2% | +14.9% | +14.9% |
| YTD | -31.4% | +0.4% | -31.7% | -31.2% |
| 1Y | -39.4% | +2.8% | -42.3% | -43.5% |
| All | -39.4% | +3.1% | -42.5% | -43.5% |
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