-45.7%
RDDT vs RBA
-2.0%
-43.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.1% | +3.9% | +5.1% |
| 7D | -24.4% | +12.7% | -37.0% | -28.4% |
| 30D | -32.3% | +15.5% | -47.8% | -36.9% |
| 3M | -36.3% | -14.0% | -22.3% | -31.1% |
| 6M | -39.7% | -8.8% | -30.9% | -38.0% |
| YTD | -55.7% | -6.9% | -48.8% | -57.4% |
| 1Y | -45.7% | -3.0% | -42.8% | -50.6% |
| All | -45.7% | -2.0% | -43.7% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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