-45.7%
RDDT vs UMC
+112.5%
-158.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.1% | +8.0% | +6.2% |
| 7D | -24.4% | -14.7% | -9.7% | -22.6% |
| 30D | -32.3% | -32.9% | +0.6% | -29.5% |
| 3M | -36.3% | -22.2% | -14.2% | -34.6% |
| 6M | -39.7% | +25.9% | -65.6% | -42.4% |
| YTD | -55.7% | +107.9% | -163.6% | -63.5% |
| 1Y | -45.7% | +115.0% | -160.8% | -56.6% |
| All | -45.7% | +112.5% | -158.3% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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