-48.2%
RDDT vs RDW
+11.1%
-59.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +16.5% | -15.1% | -1.1% |
| 7D | +3.7% | -14.1% | +17.7% | +5.7% |
| 30D | -37.7% | -29.6% | -8.1% | -34.6% |
| 3M | -37.0% | -39.1% | +2.1% | -32.6% |
| 6M | -42.9% | -25.2% | -17.7% | -41.3% |
| YTD | -58.6% | -5.1% | -53.5% | -59.7% |
| 1Y | -48.2% | +20.6% | -68.8% | -52.0% |
| All | -48.2% | +11.1% | -59.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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