+190.3%
RDDT vs MSCI
+2.2%
+188.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.2% |
| 7D | -7.4% | -1.1% | -6.3% | -6.9% |
| 30D | -7.7% | -1.2% | -6.6% | -7.3% |
| 3M | -17.8% | -8.4% | -9.4% | -15.3% |
| 6M | +5.5% | -1.0% | +6.5% | +5.0% |
| YTD | -36.3% | -2.3% | -34.0% | -36.3% |
| 1Y | -39.0% | -1.2% | -37.9% | -39.7% |
| All | +190.3% | +2.2% | +188.1% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 all: compounded portfolio wealth divided by compounded MSCI 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…
all analysis · Full analysis span regression · 6 months rolling