+190.3%
RDDT vs SE
+90.8%
+99.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | 0.0% |
| 7D | -7.4% | -3.6% | -3.7% | -5.8% |
| 30D | -7.7% | -5.3% | -2.4% | -6.2% |
| 3M | -17.8% | +28.1% | -45.9% | -27.7% |
| 6M | +5.5% | +20.7% | -15.2% | -5.7% |
| YTD | -36.3% | -14.8% | -21.5% | -33.1% |
| 1Y | -39.0% | -43.6% | +4.5% | -21.4% |
| All | +190.3% | +90.8% | +99.5% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling