-45.7%
RDDT vs SE
-48.0%
+2.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.5% | +1.5% | +4.2% |
| 7D | -24.4% | +6.7% | -31.0% | -25.9% |
| 30D | -32.3% | -17.2% | -15.1% | -27.3% |
| 3M | -36.3% | -28.0% | -8.3% | -28.6% |
| 6M | -39.7% | -6.1% | -33.6% | -39.2% |
| YTD | -55.7% | -37.1% | -18.5% | -49.4% |
| 1Y | -45.7% | -48.8% | +3.0% | -33.4% |
| All | -45.7% | -48.0% | +2.3% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling