-39.4%
RDDT vs ON
+57.2%
-96.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.5% | -6.9% | -0.1% |
| 7D | +2.1% | +2.4% | -0.2% | +1.6% |
| 30D | +2.8% | -8.6% | +11.4% | +4.5% |
| 3M | -8.9% | -34.3% | +25.4% | -3.4% |
| 6M | +15.1% | +28.5% | -13.5% | -3.7% |
| YTD | -31.4% | +40.6% | -72.0% | -45.6% |
| 1Y | -39.4% | +55.3% | -94.8% | -54.6% |
| All | -39.4% | +57.2% | -96.6% | -54.6% |
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