-39.4%
RDDT vs O
+5.4%
-44.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.5% |
| 7D | +2.1% | -2.9% | +5.0% | +1.3% |
| 30D | +2.8% | -4.5% | +7.3% | +1.3% |
| 3M | -8.9% | -2.6% | -6.3% | -9.5% |
| 6M | +15.1% | -5.6% | +20.7% | +14.4% |
| YTD | -31.4% | +9.3% | -40.6% | -37.3% |
| 1Y | -39.4% | +4.3% | -43.7% | -45.1% |
| All | -39.4% | +5.4% | -44.8% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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