-45.7%
RDDT vs SRE
-7.5%
-38.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.9% | +8.9% | +4.7% |
| 7D | -24.4% | -2.1% | -22.3% | -25.0% |
| 30D | -32.3% | +6.1% | -38.3% | -30.7% |
| 3M | -36.3% | -3.5% | -32.8% | -37.3% |
| 6M | -39.7% | -10.8% | -28.9% | -42.1% |
| YTD | -55.7% | -4.0% | -51.7% | -57.3% |
| 1Y | -45.7% | -7.7% | -38.1% | -48.5% |
| All | -45.7% | -7.5% | -38.3% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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