-48.1%
RDDT vs NRG
-49.6%
+1.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -13.5% | +19.5% | +6.4% |
| 7D | -24.4% | -13.7% | -10.6% | -24.0% |
| 30D | -32.3% | -13.6% | -18.7% | -31.9% |
| 3M | -36.3% | -28.5% | -7.8% | -35.6% |
| 6M | -39.7% | -45.8% | +6.0% | -39.0% |
| YTD | -55.7% | -46.9% | -8.7% | -53.7% |
| All | -48.1% | -49.6% | +1.5% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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