+208.0%
RDDT vs SPY
+48.7%
+159.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +7.3% |
| 7D | -0.4% | -2.0% | +1.6% | +3.6% |
| 30D | -0.5% | -1.7% | +1.1% | +2.9% |
| 3M | -9.8% | +4.7% | -14.5% | -17.5% |
| 6M | +15.8% | +12.5% | +3.3% | -7.9% |
| YTD | -32.4% | +11.7% | -44.1% | -45.7% |
| 1Y | -40.0% | +17.5% | -57.5% | -56.0% |
| All | +208.0% | +48.7% | +159.3% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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