+212.8%
RDDT vs SITM
+602.9%
-390.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -4.0% | +0.2% |
| 7D | +2.1% | +3.9% | -1.7% | +1.2% |
| 30D | +2.8% | -6.6% | +9.4% | +4.3% |
| 3M | -8.9% | -11.9% | +2.9% | -8.1% |
| 6M | +15.1% | +81.1% | -66.1% | -9.9% |
| YTD | -31.4% | +80.0% | -111.3% | -47.4% |
| 1Y | -39.4% | +145.8% | -185.3% | -59.9% |
| All | +212.8% | +602.9% | -390.1% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling