+212.8%
RDDT vs SRE
+28.0%
+184.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +2.1% | -0.8% | +3.0% | +2.3% |
| 30D | +2.8% | -3.0% | +5.8% | +3.4% |
| 3M | -8.9% | -8.3% | -0.6% | -7.5% |
| 6M | +15.1% | -8.9% | +24.0% | +16.4% |
| YTD | -31.4% | -4.3% | -27.1% | -31.9% |
| 1Y | -39.4% | +2.7% | -42.2% | -41.8% |
| All | +212.8% | +28.0% | +184.8% | +228.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling