-45.7%
RDDT vs M
+36.6%
-82.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +7.6% | -1.7% | +3.9% |
| 7D | -24.4% | +8.3% | -32.6% | -25.7% |
| 30D | -32.3% | +14.2% | -46.4% | -34.2% |
| 3M | -36.3% | -1.1% | -35.2% | -36.3% |
| 6M | -39.7% | +36.6% | -76.3% | -43.6% |
| YTD | -55.7% | +19.8% | -75.5% | -57.2% |
| 1Y | -45.7% | +37.2% | -82.9% | -54.0% |
| All | -45.7% | +36.6% | -82.3% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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