-48.1%
RDDT vs NYT
+12.9%
-61.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.9% | +6.9% | +6.3% |
| 7D | -24.4% | -3.9% | -20.5% | -23.6% |
| 30D | -32.3% | +4.3% | -36.5% | -33.7% |
| 3M | -36.3% | -11.7% | -24.6% | -33.8% |
| 6M | -39.7% | -14.4% | -25.3% | -37.2% |
| YTD | -55.7% | -3.0% | -52.6% | -57.1% |
| All | -48.1% | +12.9% | -61.0% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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