-39.4%
RDDT vs MAR
+28.2%
-67.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.2% |
| 7D | +2.1% | -0.5% | +2.7% | +2.3% |
| 30D | +2.8% | -5.4% | +8.2% | +3.9% |
| 3M | -8.9% | -15.5% | +6.6% | -5.1% |
| 6M | +15.1% | +3.0% | +12.1% | +9.8% |
| YTD | -31.4% | +8.5% | -39.9% | -35.4% |
| 1Y | -39.4% | +26.0% | -65.4% | -45.5% |
| All | -39.4% | +28.2% | -67.6% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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