-39.4%
RDDT vs SE
-45.5%
+6.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | +2.1% | -5.2% | +7.4% | +4.1% |
| 30D | +2.8% | -17.1% | +19.9% | +9.8% |
| 3M | -8.9% | +24.0% | -32.9% | -16.2% |
| 6M | +15.1% | +21.0% | -5.9% | +5.7% |
| YTD | -31.4% | -16.7% | -14.6% | -30.4% |
| 1Y | -39.4% | -45.9% | +6.5% | -38.7% |
| All | -39.4% | -45.5% | +6.1% | -38.7% |
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