-45.7%
RDDT vs TRI
-22.4%
-23.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.4% | -0.4% | +4.5% |
| 7D | -24.4% | +1.0% | -25.3% | -25.0% |
| 30D | -32.3% | +20.8% | -53.0% | -36.1% |
| 3M | -36.3% | +8.1% | -44.4% | -38.5% |
| 6M | -39.7% | +24.2% | -63.9% | -44.5% |
| YTD | -55.7% | -7.8% | -47.9% | -55.9% |
| 1Y | -45.7% | -16.7% | -29.1% | -44.3% |
| All | -45.7% | -22.4% | -23.3% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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