+212.8%
RDDT vs SGI
+25.3%
+187.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.0% |
| 7D | +2.1% | -4.5% | +6.6% | +4.6% |
| 30D | +2.8% | +4.2% | -1.4% | +0.4% |
| 3M | -8.9% | -7.4% | -1.5% | -5.8% |
| 6M | +15.1% | -15.1% | +30.1% | +23.5% |
| YTD | -31.4% | -24.7% | -6.7% | -21.6% |
| 1Y | -39.4% | -21.8% | -17.7% | -32.9% |
| All | +212.8% | +25.3% | +187.5% | +191.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling