-45.7%
RDDT vs TPR
+20.9%
-66.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.5% | +2.4% | +5.2% |
| 7D | -24.4% | +12.6% | -37.0% | -26.2% |
| 30D | -32.3% | +7.1% | -39.4% | -33.2% |
| 3M | -36.3% | -19.4% | -17.0% | -34.5% |
| 6M | -39.7% | -9.7% | -30.0% | -39.9% |
| YTD | -55.7% | -1.0% | -54.7% | -57.4% |
| 1Y | -45.7% | +19.3% | -65.0% | -53.8% |
| All | -45.7% | +20.9% | -66.6% | -53.8% |
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