-45.7%
RDDT vs RRX
+30.0%
-75.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.6% | +9.6% | +6.5% |
| 7D | -24.4% | +7.6% | -32.0% | -25.1% |
| 30D | -32.3% | +7.5% | -39.8% | -33.0% |
| 3M | -36.3% | -21.0% | -15.3% | -35.2% |
| 6M | -39.7% | -18.1% | -21.6% | -39.2% |
| YTD | -55.7% | +24.3% | -80.0% | -61.2% |
| 1Y | -45.7% | +29.3% | -75.0% | -53.9% |
| All | -45.7% | +30.0% | -75.7% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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