-48.1%
RDDT vs GWRE
-23.1%
-25.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.9% | 0.0% | +4.4% |
| 7D | -24.4% | +2.2% | -26.6% | -24.9% |
| 30D | -32.3% | +4.5% | -36.8% | -33.3% |
| 3M | -36.3% | +6.4% | -42.7% | -39.5% |
| 6M | -39.7% | +18.8% | -58.6% | -45.4% |
| YTD | -55.7% | -15.1% | -40.6% | -57.6% |
| All | -48.1% | -23.1% | -25.0% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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