-39.4%
RDDT vs USFR
+4.1%
-43.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +2.2% |
| 7D | +2.1% | +0.1% | +2.0% | +3.4% |
| 30D | +2.8% | +0.4% | +2.5% | +6.2% |
| 3M | -8.9% | +1.0% | -10.0% | -3.4% |
| 6M | +15.1% | +2.0% | +13.1% | +18.1% |
| YTD | -31.4% | +2.8% | -34.1% | -34.8% |
| 1Y | -39.4% | +4.1% | -43.5% | -53.2% |
| All | -39.4% | +4.1% | -43.5% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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