-45.7%
RDDT vs MKSI
+40.1%
-85.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -5.0% | +11.0% | +6.7% |
| 7D | -24.4% | -10.7% | -13.7% | -22.9% |
| 30D | -32.3% | -30.5% | -1.8% | -29.2% |
| 3M | -36.3% | -39.2% | +2.9% | -32.6% |
| 6M | -39.7% | -33.0% | -6.7% | -38.3% |
| YTD | -55.7% | +22.3% | -78.0% | -56.6% |
| 1Y | -45.7% | +42.7% | -88.4% | -46.6% |
| All | -45.7% | +40.1% | -85.8% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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