-52.2%
RDDT vs SITM
+27.0%
-79.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -12.0% | +4.0% | -6.7% |
| 7D | -27.6% | -27.3% | -0.3% | -25.2% |
| 30D | -37.0% | -50.1% | +13.1% | -33.4% |
| 3M | -39.6% | -34.6% | -4.9% | -37.2% |
| 6M | -45.3% | -40.5% | -4.8% | -43.2% |
| YTD | -59.2% | +0.5% | -59.7% | -59.4% |
| 1Y | -52.2% | +27.2% | -79.4% | -51.3% |
| All | -52.2% | +27.0% | -79.2% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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