-40.0%
RDDT vs PL
+81.4%
-121.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.1% | +9.2% | +6.5% |
| 7D | -0.4% | -9.0% | +8.6% | +0.8% |
| 30D | -0.5% | -29.6% | +29.0% | +4.1% |
| 3M | -9.8% | -45.7% | +35.9% | -3.5% |
| 6M | +15.8% | -34.3% | +50.1% | +19.9% |
| YTD | -32.4% | -15.4% | -17.1% | -31.9% |
| 1Y | -40.0% | +86.1% | -126.1% | -30.9% |
| All | -40.0% | +81.4% | -121.4% | -30.9% |
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