-52.2%
RDDT vs NTR
+37.3%
-89.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.2% | -8.1% | -7.9% |
| 7D | -27.6% | +5.4% | -33.1% | -26.9% |
| 30D | -37.0% | +1.4% | -38.4% | -36.7% |
| 3M | -39.6% | +8.7% | -48.3% | -38.9% |
| 6M | -45.3% | -4.9% | -40.4% | -45.1% |
| YTD | -59.2% | +19.8% | -79.0% | -59.7% |
| 1Y | -52.2% | +37.0% | -89.2% | -57.1% |
| All | -52.2% | +37.3% | -89.5% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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