-45.7%
RDDT vs SN
+156.5%
-202.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.1% | +1.9% | +4.6% |
| 7D | -24.4% | +10.6% | -35.0% | -26.8% |
| 30D | -32.3% | +20.0% | -52.3% | -36.1% |
| 3M | -36.3% | +30.4% | -66.7% | -41.9% |
| 6M | -39.7% | +91.0% | -130.7% | -52.3% |
| YTD | -55.7% | +95.9% | -151.6% | -65.8% |
| 1Y | -45.7% | +158.9% | -204.6% | -61.8% |
| All | -45.7% | +156.5% | -202.2% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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