-45.7%
RDDT vs EW
+19.7%
-65.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.4% | +1.6% | +3.0% |
| 7D | -24.4% | +8.3% | -32.6% | -27.6% |
| 30D | -32.3% | +13.9% | -46.2% | -37.0% |
| 3M | -36.3% | +10.9% | -47.2% | -40.0% |
| 6M | -39.7% | +19.2% | -59.0% | -45.2% |
| YTD | -55.7% | +16.6% | -72.2% | -58.1% |
| 1Y | -45.7% | +18.1% | -63.8% | -49.5% |
| All | -45.7% | +19.7% | -65.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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