-45.7%
RDDT vs TMO
+26.9%
-72.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.1% | +4.9% | +5.4% |
| 7D | -24.4% | +0.3% | -24.6% | -24.2% |
| 30D | -32.3% | +4.3% | -36.6% | -33.3% |
| 3M | -36.3% | +25.1% | -61.4% | -43.0% |
| 6M | -39.7% | +52.9% | -92.7% | -52.6% |
| YTD | -55.7% | +22.2% | -77.9% | -62.5% |
| 1Y | -45.7% | +25.4% | -71.1% | -55.7% |
| All | -45.7% | +26.9% | -72.6% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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