+208.0%
RDDT vs SN
+171.6%
+36.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.0% | +10.0% | +7.9% |
| 7D | -0.4% | -7.2% | +6.8% | +3.0% |
| 30D | -0.5% | -13.4% | +12.8% | +5.9% |
| 3M | -9.8% | +26.8% | -36.6% | -21.1% |
| 6M | +15.8% | +44.6% | -28.8% | -5.9% |
| YTD | -32.4% | +45.3% | -77.7% | -45.7% |
| 1Y | -40.0% | +40.1% | -80.1% | -51.1% |
| All | +208.0% | +171.6% | +36.4% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling