-39.4%
RDDT vs HWM
+24.8%
-64.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.5% |
| 7D | +2.1% | -11.4% | +13.6% | +3.8% |
| 30D | +2.8% | -18.5% | +21.3% | +5.8% |
| 3M | -8.9% | -13.2% | +4.2% | -7.4% |
| 6M | +15.1% | -8.7% | +23.7% | +15.0% |
| YTD | -31.4% | +12.2% | -43.5% | -34.6% |
| 1Y | -39.4% | +24.9% | -64.4% | -44.6% |
| All | -39.4% | +24.8% | -64.2% | -44.6% |
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