-45.7%
RDDT vs PL
-0.6%
-45.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -6.4% | +12.3% | +6.9% |
| 7D | -24.4% | -11.7% | -12.6% | -22.8% |
| 30D | -32.3% | -27.1% | -5.1% | -29.3% |
| 3M | -36.3% | -44.6% | +8.3% | -31.2% |
| 6M | -39.7% | -67.2% | +27.4% | -32.2% |
| YTD | -55.7% | -35.9% | -19.8% | -52.9% |
| 1Y | -45.7% | -0.4% | -45.3% | -44.7% |
| All | -45.7% | -0.6% | -45.1% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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