+212.8%
RDDT vs EWZ
+33.8%
+179.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +2.0% |
| 7D | +2.1% | +0.9% | +1.3% | +1.8% |
| 30D | +2.8% | +12.8% | -10.0% | -2.1% |
| 3M | -8.9% | +10.8% | -19.7% | -13.1% |
| 6M | +15.1% | +2.5% | +12.6% | +13.4% |
| YTD | -31.4% | +21.4% | -52.7% | -38.1% |
| 1Y | -39.4% | +32.8% | -72.2% | -48.7% |
| All | +212.8% | +33.8% | +179.0% | +178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling