+212.8%
RDDT vs SN
+168.6%
+44.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.1% |
| 7D | +2.1% | -7.3% | +9.4% | +5.6% |
| 30D | +2.8% | -13.6% | +16.4% | +9.6% |
| 3M | -8.9% | +18.6% | -27.5% | -17.6% |
| 6M | +15.1% | +46.0% | -30.9% | -7.0% |
| YTD | -31.4% | +43.7% | -75.1% | -44.6% |
| 1Y | -39.4% | +39.2% | -78.6% | -50.5% |
| All | +212.8% | +168.6% | +44.2% | +119.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling