+196.2%
RDDT vs SIMO
+270.4%
-74.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.2% | -9.5% | -4.3% |
| 7D | +3.3% | +14.6% | -11.3% | +0.8% |
| 30D | -7.6% | +6.2% | -13.8% | -8.9% |
| 3M | -12.7% | +3.6% | -16.3% | -15.4% |
| 6M | +7.2% | +130.8% | -123.6% | -20.3% |
| YTD | -35.0% | +195.8% | -230.8% | -58.5% |
| 1Y | -35.0% | +225.0% | -260.1% | -60.7% |
| All | +196.2% | +270.4% | -74.3% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling