-45.7%
RDDT vs HWM
+5.4%
-51.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.3% | +10.3% | +6.5% |
| 7D | -24.4% | +9.4% | -33.8% | -24.9% |
| 30D | -32.3% | -7.0% | -25.3% | -32.0% |
| 3M | -36.3% | -25.9% | -10.4% | -35.0% |
| 6M | -39.7% | -10.8% | -28.9% | -39.0% |
| YTD | -55.7% | +4.3% | -60.0% | -55.0% |
| 1Y | -45.7% | +4.4% | -50.1% | -41.1% |
| All | -45.7% | +5.4% | -51.1% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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