-45.7%
RDDT vs SFM
-35.8%
-9.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.6% | +2.3% | +6.2% |
| 7D | -24.4% | -12.3% | -12.1% | -23.9% |
| 30D | -32.3% | -16.2% | -16.1% | -32.0% |
| 3M | -36.3% | -36.8% | +0.5% | -37.5% |
| 6M | -39.7% | -32.6% | -7.2% | -40.4% |
| YTD | -55.7% | -31.7% | -24.0% | -54.8% |
| 1Y | -45.7% | -35.0% | -10.7% | -44.6% |
| All | -45.7% | -35.8% | -9.9% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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