+196.2%
RDDT vs SPGI
+8.3%
+187.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -1.0% |
| 7D | +3.3% | -2.5% | +5.8% | +4.9% |
| 30D | -7.6% | +5.4% | -13.0% | -11.8% |
| 3M | -12.7% | +9.0% | -21.8% | -19.3% |
| 6M | +7.2% | +0.8% | +6.4% | +5.2% |
| YTD | -35.0% | -12.6% | -22.4% | -29.4% |
| 1Y | -35.0% | -16.1% | -18.9% | -26.8% |
| All | +196.2% | +8.3% | +187.8% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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