-45.7%
RDDT vs ROK
+25.3%
-71.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.6% | +6.5% | +6.2% |
| 7D | -24.4% | 0.0% | -24.4% | -23.9% |
| 30D | -32.3% | -2.5% | -29.8% | -31.3% |
| 3M | -36.3% | 0.0% | -36.3% | -36.0% |
| 6M | -39.7% | +11.6% | -51.3% | -43.8% |
| YTD | -55.7% | +15.2% | -70.9% | -60.7% |
| 1Y | -45.7% | +25.0% | -70.7% | -55.3% |
| All | -45.7% | +25.3% | -71.0% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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