-45.7%
RDDT vs IR
+11.7%
-57.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.4% | +6.0% |
| 7D | -24.4% | +11.6% | -35.9% | -25.3% |
| 30D | -32.3% | +7.2% | -39.4% | -32.7% |
| 3M | -36.3% | -5.9% | -30.4% | -35.6% |
| 6M | -39.7% | +11.5% | -51.2% | -40.4% |
| YTD | -55.7% | +6.3% | -62.0% | -56.8% |
| 1Y | -45.7% | +9.1% | -54.8% | -48.3% |
| All | -45.7% | +11.7% | -57.5% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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