-33.5%
RDDT vs SPYM
+20.9%
-54.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.2% |
| 7D | +1.0% | +0.1% | +0.8% | +0.8% |
| 30D | -0.5% | +0.1% | -0.6% | -0.5% |
| 3M | -16.0% | +2.0% | -18.0% | -18.8% |
| 6M | +4.9% | +13.1% | -8.2% | -18.7% |
| YTD | -32.8% | +13.6% | -46.4% | -48.6% |
| 1Y | -33.5% | +20.1% | -53.5% | -53.9% |
| All | -33.5% | +20.9% | -54.4% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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