+208.0%
RDDT vs SO
+35.3%
+172.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.7% | +5.6% |
| 7D | -0.4% | -1.1% | +0.7% | -1.3% |
| 30D | -0.5% | -3.7% | +3.2% | -3.4% |
| 3M | -9.8% | -5.9% | -3.9% | -13.4% |
| 6M | +15.8% | -7.3% | +23.1% | +10.2% |
| YTD | -32.4% | +3.1% | -35.5% | -29.5% |
| 1Y | -40.0% | -1.0% | -39.0% | -39.2% |
| All | +208.0% | +35.3% | +172.6% | +314.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 3y: compounded portfolio wealth divided by compounded SO 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…
3y analysis · Full analysis span regression · 6 months rolling