-45.7%
RDDT vs SPG
+34.3%
-80.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.9% | +3.1% | +5.9% |
| 7D | -24.4% | +8.2% | -32.5% | -24.4% |
| 30D | -32.3% | +13.5% | -45.7% | -32.6% |
| 3M | -36.3% | +2.2% | -38.5% | -36.4% |
| 6M | -39.7% | +15.9% | -55.6% | -41.1% |
| YTD | -55.7% | +27.6% | -83.3% | -59.4% |
| 1Y | -45.7% | +30.9% | -76.7% | -51.5% |
| All | -45.7% | +34.3% | -80.0% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling