-45.7%
RDDT vs ON
+41.6%
-87.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.9% | +7.8% | +6.3% |
| 7D | -24.4% | -5.8% | -18.6% | -23.3% |
| 30D | -32.3% | -17.1% | -15.2% | -30.2% |
| 3M | -36.3% | -11.8% | -24.5% | -35.1% |
| 6M | -39.7% | -30.2% | -9.6% | -38.7% |
| YTD | -55.7% | +31.6% | -87.2% | -62.6% |
| 1Y | -45.7% | +47.6% | -93.3% | -55.8% |
| All | -45.7% | +41.6% | -87.4% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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