+208.0%
RDDT vs SMR
+104.2%
+103.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.6% | +11.6% | +7.1% |
| 7D | -0.4% | +4.7% | -5.1% | -1.6% |
| 30D | -0.5% | +3.2% | -3.8% | -1.7% |
| 3M | -9.8% | +9.9% | -19.7% | -12.2% |
| 6M | +15.8% | -15.1% | +30.9% | +15.9% |
| YTD | -32.4% | -27.9% | -4.5% | -31.6% |
| 1Y | -40.0% | -70.2% | +30.2% | -31.2% |
| All | +208.0% | +104.2% | +103.8% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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