-33.5%
RDDT vs EME
+19.7%
-53.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | +1.0% | +1.9% | -0.9% | +0.4% |
| 30D | -0.5% | -8.3% | +7.8% | +1.8% |
| 3M | -16.0% | -10.7% | -5.3% | -13.2% |
| 6M | +4.9% | +1.9% | +3.0% | +2.5% |
| YTD | -32.8% | +23.5% | -56.3% | -41.2% |
| 1Y | -33.5% | +18.0% | -51.4% | -39.6% |
| All | -33.5% | +19.7% | -53.1% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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