+208.0%
RDDT vs EMR
+37.5%
+170.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +6.9% |
| 7D | -0.4% | -1.2% | +0.8% | +0.3% |
| 30D | -0.5% | -9.4% | +8.9% | +6.0% |
| 3M | -9.8% | +8.6% | -18.4% | -15.7% |
| 6M | +15.8% | +6.7% | +9.1% | +8.4% |
| YTD | -32.4% | +13.1% | -45.5% | -40.8% |
| 1Y | -40.0% | +12.7% | -52.8% | -47.7% |
| All | +208.0% | +37.5% | +170.4% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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