+190.3%
RDDT vs SO
+36.2%
+154.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -2.5% |
| 7D | -7.4% | 0.0% | -7.4% | -7.3% |
| 30D | -7.7% | -2.5% | -5.3% | -9.5% |
| 3M | -17.8% | -4.2% | -13.6% | -20.0% |
| 6M | +5.5% | -7.7% | +13.1% | 0.0% |
| YTD | -36.3% | +3.8% | -40.1% | -33.2% |
| 1Y | -39.0% | +0.1% | -39.1% | -37.7% |
| All | +190.3% | +36.2% | +154.1% | +292.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling