-39.4%
RDDT vs IR
-8.8%
-30.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +2.1% | -4.5% | +6.6% | +2.7% |
| 30D | +2.8% | -13.9% | +16.8% | +4.7% |
| 3M | -8.9% | -0.3% | -8.6% | -8.9% |
| 6M | +15.1% | -14.3% | +29.4% | +15.9% |
| YTD | -31.4% | -7.9% | -23.5% | -31.8% |
| 1Y | -39.4% | -9.9% | -29.5% | -40.3% |
| All | -39.4% | -8.8% | -30.6% | -40.3% |
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