-39.4%
RDDT vs ICE
-7.7%
-31.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +1.0% |
| 7D | +2.1% | -2.4% | +4.5% | +3.6% |
| 30D | +2.8% | +4.0% | -1.2% | -0.1% |
| 3M | -8.9% | +13.7% | -22.6% | -16.2% |
| 6M | +15.1% | +0.9% | +14.1% | +14.5% |
| YTD | -31.4% | -2.1% | -29.2% | -31.2% |
| 1Y | -39.4% | -9.5% | -29.9% | -24.8% |
| All | -39.4% | -7.7% | -31.7% | -24.8% |
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