-45.7%
RDDT vs EXC
+1.0%
-46.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.6% | +4.3% | +6.8% |
| 7D | -24.4% | +3.3% | -27.6% | -23.0% |
| 30D | -32.3% | +13.3% | -45.5% | -27.8% |
| 3M | -36.3% | +1.8% | -38.1% | -35.8% |
| 6M | -39.7% | +1.1% | -40.8% | -38.8% |
| YTD | -55.7% | +9.0% | -64.7% | -53.3% |
| 1Y | -45.7% | +3.4% | -49.1% | -43.2% |
| All | -45.7% | +1.0% | -46.8% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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