+196.2%
RDDT vs IR
-20.0%
+216.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.6% |
| 7D | +3.3% | +0.6% | +2.6% | +3.0% |
| 30D | -7.6% | -13.6% | +6.0% | -1.7% |
| 3M | -12.7% | +3.7% | -16.4% | -14.8% |
| 6M | +7.2% | -13.1% | +20.2% | +12.9% |
| YTD | -35.0% | -5.1% | -29.9% | -35.9% |
| 1Y | -35.0% | -6.5% | -28.6% | -35.8% |
| All | +196.2% | -20.0% | +216.1% | +200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling