+190.3%
RDDT vs SBAC
-9.1%
+199.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -2.0% |
| 7D | -7.4% | +0.2% | -7.5% | -7.4% |
| 30D | -7.7% | +3.9% | -11.6% | -7.8% |
| 3M | -17.8% | -8.2% | -9.6% | -17.9% |
| 6M | +5.5% | -2.8% | +8.3% | +5.1% |
| YTD | -36.3% | -1.5% | -34.8% | -36.5% |
| 1Y | -39.0% | 0.0% | -39.1% | -39.2% |
| All | +190.3% | -9.1% | +199.4% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling