-45.7%
RDDT vs EWZ
+7.8%
-53.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.6% | +4.3% | +5.6% |
| 7D | -24.4% | -4.1% | -20.3% | -23.6% |
| 30D | -32.3% | -25.0% | -7.3% | -29.0% |
| 3M | -36.3% | -10.6% | -25.7% | -35.2% |
| 6M | -39.7% | -16.6% | -23.1% | -38.0% |
| YTD | -55.7% | +2.5% | -58.2% | -52.2% |
| 1Y | -45.7% | +8.1% | -53.8% | -48.2% |
| All | -45.7% | +7.8% | -53.5% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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