-45.7%
RDDT vs XME
+5.2%
-50.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.0% | +7.0% | +6.4% |
| 7D | -24.4% | -5.5% | -18.9% | -22.0% |
| 30D | -32.3% | -11.1% | -21.1% | -28.6% |
| 3M | -36.3% | -11.1% | -25.2% | -33.0% |
| 6M | -39.7% | -18.0% | -21.7% | -35.3% |
| YTD | -55.7% | -7.4% | -48.3% | -55.6% |
| 1Y | -45.7% | +6.7% | -52.4% | -51.8% |
| All | -45.7% | +5.2% | -50.9% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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