-45.7%
RDDT vs IYR
+12.4%
-58.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.1% | +2.8% | +4.5% |
| 7D | -24.4% | +6.9% | -31.3% | -26.6% |
| 30D | -32.3% | +10.2% | -42.5% | -35.3% |
| 3M | -36.3% | -0.3% | -36.0% | -36.2% |
| 6M | -39.7% | +3.6% | -43.4% | -40.7% |
| YTD | -55.7% | +12.5% | -68.1% | -60.4% |
| 1Y | -45.7% | +12.4% | -58.2% | -51.5% |
| All | -45.7% | +12.4% | -58.1% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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