+190.3%
RDDT vs EMB
+19.7%
+170.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.3% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | -7.7% | -0.3% | -7.5% | -6.9% |
| 3M | -17.8% | -0.3% | -17.5% | -16.4% |
| 6M | +5.5% | +0.7% | +4.7% | +4.4% |
| YTD | -36.3% | +1.3% | -37.6% | -38.1% |
| 1Y | -39.0% | +4.7% | -43.7% | -46.6% |
| All | +190.3% | +19.7% | +170.7% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling