-33.5%
RDDT vs EOG
+24.8%
-58.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.2% |
| 7D | +1.0% | +1.3% | -0.3% | +1.5% |
| 30D | -0.5% | +8.2% | -8.7% | +2.7% |
| 3M | -16.0% | +3.8% | -19.8% | -13.7% |
| 6M | +4.9% | +15.3% | -10.5% | +6.0% |
| YTD | -32.8% | +41.7% | -74.5% | -35.3% |
| 1Y | -33.5% | +23.6% | -57.0% | -30.8% |
| All | -33.5% | +24.8% | -58.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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