+212.8%
RDDT vs IRM
+53.3%
+159.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +0.6% |
| 7D | +2.1% | -1.4% | +3.6% | +2.8% |
| 30D | +2.8% | -7.4% | +10.2% | +6.8% |
| 3M | -8.9% | -7.4% | -1.6% | -5.8% |
| 6M | +15.1% | +8.7% | +6.4% | +9.2% |
| YTD | -31.4% | +40.9% | -72.3% | -44.4% |
| 1Y | -39.4% | +20.5% | -60.0% | -46.2% |
| All | +212.8% | +53.3% | +159.5% | +151.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling