-52.2%
RDDT vs NTRS
+37.4%
-89.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.7% | -4.2% | -5.7% |
| 7D | -27.6% | -0.9% | -26.7% | -26.7% |
| 30D | -37.0% | +1.1% | -38.2% | -36.8% |
| 3M | -39.6% | -6.6% | -33.0% | -37.4% |
| 6M | -45.3% | +7.1% | -52.4% | -45.7% |
| YTD | -59.2% | +27.4% | -86.6% | -64.8% |
| 1Y | -52.2% | +36.5% | -88.7% | -61.7% |
| All | -52.2% | +37.4% | -89.6% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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