+190.3%
RDDT vs IRM
+53.3%
+137.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.6% |
| 7D | -7.4% | +3.0% | -10.4% | -8.8% |
| 30D | -7.7% | -5.2% | -2.5% | -5.2% |
| 3M | -17.8% | -8.0% | -9.7% | -14.6% |
| 6M | +5.5% | +9.2% | -3.7% | -0.1% |
| YTD | -36.3% | +41.0% | -77.3% | -48.4% |
| 1Y | -39.0% | +23.3% | -62.3% | -46.5% |
| All | +190.3% | +53.3% | +137.0% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling