-45.7%
RDDT vs SAP
-5.6%
-40.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.2% | +1.7% | +4.3% |
| 7D | -24.4% | +1.3% | -25.7% | -24.8% |
| 30D | -32.3% | +15.5% | -47.8% | -36.1% |
| 3M | -36.3% | +22.8% | -59.1% | -41.6% |
| 6M | -39.7% | +42.5% | -82.2% | -48.4% |
| YTD | -55.7% | +0.5% | -56.2% | -57.6% |
| 1Y | -45.7% | -5.9% | -39.8% | -43.6% |
| All | -45.7% | -5.6% | -40.1% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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