-45.7%
RDDT vs NEM
+50.9%
-96.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +9.9% | -3.9% | +2.7% |
| 7D | -24.4% | +3.7% | -28.0% | -25.0% |
| 30D | -32.3% | +2.0% | -34.2% | -32.5% |
| 3M | -36.3% | +21.1% | -57.4% | -39.3% |
| 6M | -39.7% | +9.5% | -49.2% | -41.7% |
| YTD | -55.7% | +19.1% | -74.7% | -57.4% |
| 1Y | -45.7% | +51.1% | -96.8% | -52.4% |
| All | -45.7% | +50.9% | -96.6% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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