+212.8%
RDDT vs SO
+34.4%
+178.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.0% |
| 7D | +2.1% | -1.1% | +3.2% | +1.3% |
| 30D | +2.8% | -5.0% | +7.8% | -1.2% |
| 3M | -8.9% | -5.8% | -3.2% | -12.5% |
| 6M | +15.1% | -7.9% | +23.0% | +9.0% |
| YTD | -31.4% | +2.4% | -33.8% | -28.8% |
| 1Y | -39.4% | -2.3% | -37.2% | -39.3% |
| All | +212.8% | +34.4% | +178.4% | +319.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling