-45.7%
RDDT vs ICE
+21.0%
-66.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.3% | +3.6% | +5.2% |
| 7D | -24.4% | +12.2% | -36.5% | -28.1% |
| 30D | -32.3% | +15.0% | -47.2% | -36.4% |
| 3M | -36.3% | +17.6% | -53.9% | -41.2% |
| 6M | -39.7% | +12.6% | -52.3% | -42.9% |
| YTD | -55.7% | +9.1% | -64.8% | -56.4% |
| 1Y | -45.7% | +20.6% | -66.3% | -51.5% |
| All | -45.7% | +21.0% | -66.8% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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