-39.4%
RDDT vs RL
+8.8%
-48.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.3% |
| 7D | +2.1% | -3.4% | +5.6% | +3.4% |
| 30D | +2.8% | -14.4% | +17.3% | +8.7% |
| 3M | -8.9% | -13.6% | +4.6% | -4.4% |
| 6M | +15.1% | +0.6% | +14.5% | +9.7% |
| YTD | -31.4% | -3.6% | -27.8% | -33.0% |
| 1Y | -39.4% | +8.3% | -47.8% | -46.1% |
| All | -39.4% | +8.8% | -48.2% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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