-39.4%
RDDT vs SM
+48.5%
-88.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.5% |
| 7D | +2.1% | +4.6% | -2.4% | +2.9% |
| 30D | +2.8% | +18.2% | -15.4% | +5.6% |
| 3M | -8.9% | +22.5% | -31.5% | -5.3% |
| 6M | +15.1% | +50.6% | -35.5% | +17.8% |
| YTD | -31.4% | +108.1% | -139.5% | -31.1% |
| 1Y | -39.4% | +46.0% | -85.4% | -39.0% |
| All | -39.4% | +48.5% | -88.0% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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