-45.7%
RDDT vs IT
-17.9%
-27.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.5% | +4.5% | +5.8% |
| 7D | -24.4% | -5.5% | -18.9% | -24.3% |
| 30D | -32.3% | +10.3% | -42.6% | -34.2% |
| 3M | -36.3% | +11.5% | -47.8% | -38.5% |
| 6M | -39.7% | +40.3% | -80.0% | -45.1% |
| YTD | -55.7% | -17.9% | -37.8% | -53.3% |
| 1Y | -45.7% | -8.8% | -36.9% | -47.0% |
| All | -45.7% | -17.9% | -27.8% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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