-45.7%
RDDT vs TAP
+4.4%
-50.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.0% | +2.9% | +6.5% |
| 7D | -24.4% | +9.9% | -34.3% | -22.8% |
| 30D | -32.3% | +18.1% | -50.4% | -30.1% |
| 3M | -36.3% | +3.2% | -39.5% | -35.9% |
| 6M | -39.7% | +8.4% | -48.2% | -37.9% |
| YTD | -55.7% | -4.4% | -51.3% | -57.6% |
| 1Y | -45.7% | +3.2% | -49.0% | -51.2% |
| All | -45.7% | +4.4% | -50.1% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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