-45.7%
RDDT vs IRE
-97.6%
+51.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -23.2% | +29.2% | +7.7% |
| 7D | -24.4% | -46.8% | +22.5% | -21.1% |
| 30D | -32.3% | -75.5% | +43.2% | -26.4% |
| 3M | -36.3% | -79.4% | +43.1% | -30.9% |
| 6M | -39.7% | -91.3% | +51.5% | -34.3% |
| YTD | -55.7% | -90.8% | +35.1% | -54.6% |
| 1Y | -45.7% | -97.7% | +52.0% | -38.2% |
| All | -45.7% | -97.6% | +51.8% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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