-45.7%
RDDT vs Z
-54.2%
+8.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +9.4% | -3.5% | +1.6% |
| 7D | -24.4% | +10.2% | -34.5% | -28.0% |
| 30D | -32.3% | +23.7% | -55.9% | -39.6% |
| 3M | -36.3% | -6.6% | -29.7% | -35.1% |
| 6M | -39.7% | -23.0% | -16.7% | -32.0% |
| YTD | -55.7% | -50.3% | -5.4% | -36.9% |
| 1Y | -45.7% | -53.6% | +7.8% | -20.7% |
| All | -45.7% | -54.2% | +8.4% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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