-45.7%
RDDT vs ESI
+27.8%
-73.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.6% | +10.6% | +6.8% |
| 7D | -24.4% | -6.6% | -17.8% | -23.3% |
| 30D | -32.3% | -10.9% | -21.3% | -30.9% |
| 3M | -36.3% | -13.8% | -22.5% | -34.6% |
| 6M | -39.7% | -21.5% | -18.2% | -37.9% |
| YTD | -55.7% | +34.7% | -90.4% | -63.7% |
| 1Y | -45.7% | +24.9% | -70.6% | -52.7% |
| All | -45.7% | +27.8% | -73.6% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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