-39.4%
RDDT vs SIMO
+239.1%
-278.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.2% | -5.7% | +1.3% |
| 7D | +2.1% | +11.0% | -8.9% | +1.7% |
| 30D | +2.8% | +17.9% | -15.1% | +2.1% |
| 3M | -8.9% | +3.9% | -12.8% | -9.8% |
| 6M | +15.1% | +131.0% | -116.0% | +3.5% |
| YTD | -31.4% | +209.3% | -240.7% | -46.6% |
| 1Y | -39.4% | +223.8% | -263.2% | -52.8% |
| All | -39.4% | +239.1% | -278.5% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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