-33.5%
RDDT vs TPR
+18.6%
-52.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.0% | -2.3% | +3.3% | +1.4% |
| 30D | -0.5% | -23.0% | +22.5% | +3.6% |
| 3M | -16.0% | -12.5% | -3.5% | -15.1% |
| 6M | +4.9% | -21.4% | +26.3% | +8.5% |
| YTD | -32.8% | -3.5% | -29.3% | -34.5% |
| 1Y | -33.5% | +17.4% | -50.8% | -41.0% |
| All | -33.5% | +18.6% | -52.1% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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