+208.0%
RDDT vs SAP
+11.3%
+196.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.9% |
| 7D | -0.4% | -5.1% | +4.7% | +2.5% |
| 30D | -0.5% | -1.8% | +1.2% | 0.0% |
| 3M | -9.8% | +20.9% | -30.7% | -20.2% |
| 6M | +15.8% | +7.0% | +8.8% | +9.7% |
| YTD | -32.4% | -13.7% | -18.7% | -27.3% |
| 1Y | -40.0% | -19.6% | -20.5% | -32.3% |
| All | +208.0% | +11.3% | +196.7% | +172.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling