-45.7%
RDDT vs ITW
+24.0%
-69.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.4% | +3.6% | +6.1% |
| 7D | -24.4% | +6.3% | -30.7% | -23.9% |
| 30D | -32.3% | +11.1% | -43.3% | -31.5% |
| 3M | -36.3% | +0.1% | -36.4% | -36.7% |
| 6M | -39.7% | +18.1% | -57.8% | -37.9% |
| YTD | -55.7% | +21.4% | -77.1% | -55.5% |
| 1Y | -45.7% | +22.9% | -68.6% | -46.9% |
| All | -45.7% | +24.0% | -69.8% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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