+212.8%
RDDT vs SAP
+11.5%
+201.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +2.1% | -4.1% | +6.2% | +4.5% |
| 30D | +2.8% | +1.1% | +1.7% | +1.7% |
| 3M | -8.9% | +26.1% | -35.0% | -21.4% |
| 6M | +15.1% | +9.8% | +5.3% | +7.3% |
| YTD | -31.4% | -13.6% | -17.8% | -26.2% |
| 1Y | -39.4% | -18.7% | -20.8% | -32.2% |
| All | +212.8% | +11.5% | +201.3% | +176.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling