+212.8%
RDDT vs SNY
+3.7%
+209.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.6% |
| 7D | +2.1% | -3.3% | +5.5% | +2.2% |
| 30D | +2.8% | -2.2% | +5.0% | +2.9% |
| 3M | -8.9% | -3.0% | -5.9% | -8.8% |
| 6M | +15.1% | +2.7% | +12.3% | +15.1% |
| YTD | -31.4% | -6.8% | -24.5% | -31.2% |
| 1Y | -39.4% | -5.3% | -34.2% | -39.0% |
| All | +212.8% | +3.7% | +209.1% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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