-27.4%
RDDT vs IRE
-82.8%
+55.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.2% | -13.5% | -4.0% |
| 7D | +3.3% | +58.9% | -55.6% | -0.4% |
| 30D | -7.6% | +17.2% | -24.8% | -9.6% |
| 3M | -12.7% | -58.6% | +45.9% | -10.2% |
| 6M | +7.2% | -23.5% | +30.6% | -0.7% |
| YTD | -35.0% | -47.4% | +12.4% | -40.8% |
| All | -27.4% | -82.8% | +55.5% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling