-39.4%
RDDT vs ROK
+27.3%
-66.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.0% |
| 7D | +2.1% | -1.2% | +3.4% | +2.6% |
| 30D | +2.8% | -4.8% | +7.6% | +4.6% |
| 3M | -8.9% | -6.1% | -2.8% | -8.4% |
| 6M | +15.1% | +15.5% | -0.4% | +1.4% |
| YTD | -31.4% | +11.2% | -42.5% | -40.1% |
| 1Y | -39.4% | +23.8% | -63.3% | -53.4% |
| All | -39.4% | +27.3% | -66.8% | -53.4% |
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