-45.7%
RDDT vs UL
+1.7%
-47.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.3% | +2.7% | +6.2% |
| 7D | -24.4% | +4.7% | -29.0% | -24.1% |
| 30D | -32.3% | +11.6% | -43.8% | -31.9% |
| 3M | -36.3% | +5.3% | -41.6% | -36.0% |
| 6M | -39.7% | +16.0% | -55.8% | -38.2% |
| YTD | -55.7% | +5.0% | -60.6% | -56.4% |
| 1Y | -45.7% | +1.1% | -46.9% | -45.0% |
| All | -45.7% | +1.7% | -47.4% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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