-45.7%
RDDT vs S
+36.5%
-82.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.6% | +4.3% | +5.5% |
| 7D | -24.4% | -8.2% | -16.2% | -22.3% |
| 30D | -32.3% | -7.6% | -24.6% | -30.7% |
| 3M | -36.3% | +12.0% | -48.3% | -39.2% |
| 6M | -39.7% | +50.6% | -90.3% | -49.4% |
| YTD | -55.7% | +56.6% | -112.3% | -64.0% |
| 1Y | -45.7% | +39.2% | -85.0% | -54.8% |
| All | -45.7% | +36.5% | -82.2% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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