+212.8%
RDDT vs ITW
+5.9%
+206.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.2% |
| 7D | +2.1% | -0.7% | +2.9% | +2.4% |
| 30D | +2.8% | -8.3% | +11.1% | +6.1% |
| 3M | -8.9% | +6.0% | -15.0% | -11.5% |
| 6M | +15.1% | 0.0% | +15.1% | +14.4% |
| YTD | -31.4% | +10.2% | -41.6% | -36.4% |
| 1Y | -39.4% | +3.2% | -42.7% | -41.5% |
| All | +212.8% | +5.9% | +206.9% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling