+208.0%
RDDT vs HWM
+238.2%
-30.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.0% | +8.1% | +7.0% |
| 7D | -0.4% | -12.5% | +12.1% | +5.6% |
| 30D | -0.5% | -19.0% | +18.4% | +9.2% |
| 3M | -9.8% | -8.6% | -1.2% | -7.4% |
| 6M | +15.8% | -10.2% | +26.0% | +18.8% |
| YTD | -32.4% | +11.3% | -43.8% | -39.7% |
| 1Y | -40.0% | +24.3% | -64.3% | -50.2% |
| All | +208.0% | +238.2% | -30.3% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling