-45.7%
RDDT vs NSC
+24.4%
-70.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.9% | +5.0% | +6.3% |
| 7D | -24.4% | +1.8% | -26.1% | -23.9% |
| 30D | -32.3% | +8.8% | -41.1% | -30.3% |
| 3M | -36.3% | +1.2% | -37.5% | -35.7% |
| 6M | -39.7% | +11.3% | -51.1% | -38.5% |
| YTD | -55.7% | +20.7% | -76.4% | -53.3% |
| 1Y | -45.7% | +23.4% | -69.1% | -46.3% |
| All | -45.7% | +24.4% | -70.1% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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