+212.8%
RDDT vs IR
-22.3%
+235.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +2.1% | -4.5% | +6.6% | +4.2% |
| 30D | +2.8% | -13.9% | +16.8% | +9.5% |
| 3M | -8.9% | -0.3% | -8.6% | -9.6% |
| 6M | +15.1% | -14.3% | +29.4% | +21.9% |
| YTD | -31.4% | -7.9% | -23.5% | -31.5% |
| 1Y | -39.4% | -9.9% | -29.5% | -39.1% |
| All | +212.8% | -22.3% | +235.1% | +221.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling