-39.4%
RDDT vs SPG
+19.1%
-58.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +2.1% | -1.2% | +3.3% | +2.2% |
| 30D | +2.8% | -6.1% | +9.0% | +3.2% |
| 3M | -8.9% | -3.6% | -5.3% | -9.0% |
| 6M | +15.1% | +10.4% | +4.6% | +8.2% |
| YTD | -31.4% | +14.4% | -45.7% | -36.3% |
| 1Y | -39.4% | +16.5% | -56.0% | -44.7% |
| All | -39.4% | +19.1% | -58.5% | -44.7% |
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