-33.5%
RDDT vs SN
+46.4%
-79.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.6% |
| 7D | +1.0% | -9.3% | +10.3% | +4.4% |
| 30D | -0.5% | -4.8% | +4.3% | +0.9% |
| 3M | -16.0% | +40.4% | -56.4% | -27.4% |
| 6M | +4.9% | +50.9% | -46.1% | -12.2% |
| YTD | -32.8% | +54.9% | -87.7% | -45.0% |
| 1Y | -33.5% | +43.0% | -76.5% | -32.7% |
| All | -33.5% | +46.4% | -79.8% | -32.7% |
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