-45.7%
RDDT vs SGI
-10.7%
-35.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.8% | -0.9% | +3.4% |
| 7D | -24.4% | +12.1% | -36.4% | -27.4% |
| 30D | -32.3% | +12.1% | -44.3% | -35.0% |
| 3M | -36.3% | +0.4% | -36.7% | -36.7% |
| 6M | -39.7% | -4.0% | -35.7% | -39.8% |
| YTD | -55.7% | -21.2% | -34.4% | -53.6% |
| 1Y | -45.7% | -12.1% | -33.7% | -43.0% |
| All | -45.7% | -10.7% | -35.0% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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