+212.8%
RDDT vs SCHG
+51.3%
+161.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | 0.0% |
| 7D | +2.1% | -1.0% | +3.2% | +4.1% |
| 30D | +2.8% | -1.3% | +4.1% | +5.1% |
| 3M | -8.9% | +5.4% | -14.4% | -16.7% |
| 6M | +15.1% | +14.4% | +0.6% | -8.2% |
| YTD | -31.4% | +8.0% | -39.4% | -39.5% |
| 1Y | -39.4% | +12.7% | -52.2% | -50.0% |
| All | +212.8% | +51.3% | +161.5% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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