+212.8%
RDDT vs IEFA
+46.1%
+166.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.2% |
| 7D | +2.1% | -1.6% | +3.7% | +4.3% |
| 30D | +2.8% | -1.5% | +4.3% | +5.1% |
| 3M | -8.9% | +3.4% | -12.4% | -12.6% |
| 6M | +15.1% | +9.5% | +5.6% | +1.7% |
| YTD | -31.4% | +13.0% | -44.4% | -43.1% |
| 1Y | -39.4% | +18.0% | -57.5% | -53.1% |
| All | +212.8% | +46.1% | +166.7% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 all: compounded portfolio wealth divided by compounded IEFA 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…
all analysis · Full analysis span regression · 6 months rolling