-45.7%
RDDT vs EWJ
+18.0%
-63.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.4% | +4.6% | +4.9% |
| 7D | -24.4% | -1.2% | -23.2% | -23.2% |
| 30D | -32.3% | -5.5% | -26.8% | -29.4% |
| 3M | -36.3% | -0.8% | -35.5% | -35.5% |
| 6M | -39.7% | +7.1% | -46.8% | -40.8% |
| YTD | -55.7% | +16.9% | -72.6% | -56.9% |
| 1Y | -45.7% | +18.2% | -63.9% | -47.9% |
| All | -45.7% | +18.0% | -63.7% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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