-45.7%
RDDT vs LOW
-0.5%
-45.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +7.5% | -1.5% | +4.5% |
| 7D | -24.4% | +15.6% | -40.0% | -26.7% |
| 30D | -32.3% | +28.6% | -60.9% | -36.0% |
| 3M | -36.3% | +5.8% | -42.2% | -37.0% |
| 6M | -39.7% | +3.8% | -43.6% | -40.4% |
| YTD | -55.7% | -2.8% | -52.9% | -57.9% |
| 1Y | -45.7% | -1.4% | -44.3% | -49.4% |
| All | -45.7% | -0.5% | -45.3% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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