+212.8%
RDDT vs SBAC
-9.7%
+222.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.7% | +1.5% |
| 7D | +2.1% | -2.1% | +4.2% | +2.2% |
| 30D | +2.8% | +2.0% | +0.8% | +2.8% |
| 3M | -8.9% | -8.3% | -0.6% | -9.1% |
| 6M | +15.1% | +0.3% | +14.7% | +14.7% |
| YTD | -31.4% | -2.2% | -29.2% | -31.6% |
| 1Y | -39.4% | -4.6% | -34.8% | -39.6% |
| All | +212.8% | -9.7% | +222.5% | +214.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling