-28.8%
RDDT vs IRE
-84.0%
+55.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.8% | +4.8% | -1.5% |
| 7D | -7.4% | +29.0% | -36.4% | -9.3% |
| 30D | -7.7% | +24.2% | -32.0% | -10.1% |
| 3M | -17.8% | -53.2% | +35.4% | -16.1% |
| 6M | +5.5% | -36.0% | +41.5% | -0.8% |
| YTD | -36.3% | -51.0% | +14.7% | -41.7% |
| All | -28.8% | -84.0% | +55.2% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling