-33.5%
RDDT vs SITM
+174.8%
-208.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.5% | -1.6% |
| 7D | +1.0% | +9.7% | -8.8% | 0.0% |
| 30D | -0.5% | +12.7% | -13.2% | -1.7% |
| 3M | -16.0% | -13.4% | -2.6% | -15.3% |
| 6M | +4.9% | +59.6% | -54.8% | -3.6% |
| YTD | -32.8% | +73.3% | -106.1% | -39.0% |
| 1Y | -33.5% | +165.5% | -199.0% | -42.7% |
| All | -33.5% | +174.8% | -208.2% | -42.7% |
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