+212.8%
RDDT vs SE
+86.5%
+126.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.2% |
| 7D | +2.1% | -5.2% | +7.4% | +4.7% |
| 30D | +2.8% | -17.1% | +19.9% | +12.2% |
| 3M | -8.9% | +24.0% | -32.9% | -18.7% |
| 6M | +15.1% | +21.0% | -5.9% | +2.7% |
| YTD | -31.4% | -16.7% | -14.6% | -27.1% |
| 1Y | -39.4% | -45.9% | +6.5% | -20.2% |
| All | +212.8% | +86.5% | +126.3% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling