-45.7%
RDDT vs ROP
+10.1%
-55.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.9% | +2.0% | +4.7% |
| 7D | -24.4% | +11.7% | -36.1% | -27.5% |
| 30D | -32.3% | +35.5% | -67.7% | -41.1% |
| 3M | -36.3% | +25.3% | -61.6% | -42.5% |
| 6M | -39.7% | +38.9% | -78.6% | -49.1% |
| YTD | -55.7% | +11.4% | -67.0% | -55.7% |
| 1Y | -45.7% | +10.3% | -56.1% | -45.1% |
| All | -45.7% | +10.1% | -55.9% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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