-45.7%
RDDT vs OMC
+24.5%
-70.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.2% | +0.8% | +4.3% |
| 7D | -24.4% | +12.5% | -36.9% | -27.3% |
| 30D | -32.3% | +16.3% | -48.6% | -35.6% |
| 3M | -36.3% | +8.1% | -44.4% | -38.3% |
| 6M | -39.7% | +17.2% | -56.9% | -43.7% |
| YTD | -55.7% | +11.8% | -67.4% | -58.0% |
| 1Y | -45.7% | +23.9% | -69.7% | -49.6% |
| All | -45.7% | +24.5% | -70.3% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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