-45.7%
RDDT vs IP
+2.3%
-48.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.5% | +4.5% | +5.7% |
| 7D | -24.4% | +3.4% | -27.8% | -25.0% |
| 30D | -32.3% | +11.2% | -43.5% | -33.7% |
| 3M | -36.3% | -14.8% | -21.5% | -34.9% |
| 6M | -39.7% | +17.3% | -57.0% | -39.8% |
| YTD | -55.7% | -6.2% | -49.5% | -56.7% |
| 1Y | -45.7% | +2.3% | -48.1% | -50.0% |
| All | -45.7% | +2.3% | -48.0% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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