-45.7%
RDDT vs RCL
+27.6%
-73.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.4% | -0.4% | +4.2% |
| 7D | -24.4% | +11.7% | -36.0% | -26.7% |
| 30D | -32.3% | +21.1% | -53.4% | -35.9% |
| 3M | -36.3% | +2.9% | -39.2% | -37.0% |
| 6M | -39.7% | +29.8% | -69.6% | -43.7% |
| YTD | -55.7% | +21.4% | -77.1% | -58.7% |
| 1Y | -45.7% | +32.0% | -77.8% | -51.3% |
| All | -45.7% | +27.6% | -73.3% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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