-45.7%
RDDT vs RRC
+44.7%
-90.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.5% | +9.5% | +5.1% |
| 7D | -24.4% | -6.8% | -17.6% | -25.4% |
| 30D | -32.3% | +34.7% | -67.0% | -27.8% |
| 3M | -36.3% | +31.5% | -67.8% | -32.2% |
| 6M | -39.7% | +21.8% | -61.5% | -36.2% |
| YTD | -55.7% | +48.9% | -104.5% | -52.9% |
| 1Y | -45.7% | +42.1% | -87.8% | -42.1% |
| All | -45.7% | +44.7% | -90.4% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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