-45.7%
RDDT vs RIO
+29.3%
-75.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.6% | +2.4% | +5.2% |
| 7D | -24.4% | -1.6% | -22.8% | -24.2% |
| 30D | -32.3% | -11.6% | -20.7% | -31.1% |
| 3M | -36.3% | -12.7% | -23.6% | -35.1% |
| 6M | -39.7% | -12.4% | -27.4% | -39.5% |
| YTD | -55.7% | +11.0% | -66.7% | -56.4% |
| 1Y | -45.7% | +30.8% | -76.6% | -49.9% |
| All | -45.7% | +29.3% | -75.1% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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