-45.7%
RDDT vs ROL
-34.1%
-11.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.8% | +3.2% | +5.5% |
| 7D | -24.4% | +14.6% | -38.9% | -25.9% |
| 30D | -32.3% | +29.3% | -61.5% | -34.8% |
| 3M | -36.3% | +2.0% | -38.3% | -36.8% |
| 6M | -39.7% | -28.5% | -11.2% | -38.8% |
| YTD | -55.7% | -35.3% | -20.3% | -54.6% |
| 1Y | -45.7% | -34.7% | -11.0% | -46.3% |
| All | -45.7% | -34.1% | -11.6% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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