-45.7%
RDDT vs USB
+36.4%
-82.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.9% | +4.1% | +4.9% |
| 7D | -24.4% | +2.4% | -26.8% | -24.9% |
| 30D | -32.3% | +6.6% | -38.8% | -34.1% |
| 3M | -36.3% | -4.1% | -32.2% | -34.9% |
| 6M | -39.7% | +12.5% | -52.2% | -42.3% |
| YTD | -55.7% | +17.6% | -73.3% | -59.6% |
| 1Y | -45.7% | +36.5% | -82.2% | -59.3% |
| All | -45.7% | +36.4% | -82.2% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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