+212.8%
RDDT vs EMB
+18.6%
+194.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.8% |
| 7D | +2.1% | -1.2% | +3.3% | +5.9% |
| 30D | +2.8% | -1.3% | +4.1% | +6.9% |
| 3M | -8.9% | -1.8% | -7.2% | -3.2% |
| 6M | +15.1% | +0.2% | +14.9% | +15.7% |
| YTD | -31.4% | +0.4% | -31.7% | -31.6% |
| 1Y | -39.4% | +2.8% | -42.3% | -44.0% |
| All | +212.8% | +18.6% | +194.2% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling