-45.7%
RDDT vs IRM
+19.5%
-65.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.3% | +5.5% |
| 7D | -24.4% | +2.6% | -26.9% | -24.7% |
| 30D | -32.3% | +5.6% | -37.9% | -33.1% |
| 3M | -36.3% | -4.7% | -31.6% | -35.2% |
| 6M | -39.7% | -6.1% | -33.6% | -38.5% |
| YTD | -55.7% | +46.3% | -102.0% | -59.1% |
| 1Y | -45.7% | +18.7% | -64.4% | -42.8% |
| All | -45.7% | +19.5% | -65.2% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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