-40.0%
RDDT vs RF
+15.5%
-55.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.0% |
| 7D | -0.4% | -1.6% | +1.2% | +0.3% |
| 30D | -0.5% | -4.3% | +3.7% | +1.1% |
| 3M | -9.8% | +5.9% | -15.7% | -11.3% |
| 6M | +15.8% | +14.1% | +1.7% | +8.6% |
| YTD | -32.4% | +13.8% | -46.2% | -37.6% |
| 1Y | -40.0% | +15.2% | -55.3% | -47.3% |
| All | -40.0% | +15.5% | -55.5% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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