-39.4%
RDDT vs ETR
+21.8%
-61.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.4% |
| 7D | +2.1% | -1.8% | +4.0% | +1.4% |
| 30D | +2.8% | -1.8% | +4.6% | +2.2% |
| 3M | -8.9% | -3.6% | -5.4% | -10.4% |
| 6M | +15.1% | +2.6% | +12.4% | +15.1% |
| YTD | -31.4% | +16.0% | -47.4% | -30.7% |
| 1Y | -39.4% | +20.1% | -59.6% | -36.5% |
| All | -39.4% | +21.8% | -61.2% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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