-45.7%
RDDT vs STM
+92.4%
-138.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -6.1% | +12.0% | +7.0% |
| 7D | -24.4% | -6.0% | -18.3% | -23.2% |
| 30D | -32.3% | -20.9% | -11.3% | -29.7% |
| 3M | -36.3% | -15.8% | -20.6% | -34.6% |
| 6M | -39.7% | -17.0% | -22.7% | -39.7% |
| YTD | -55.7% | +76.8% | -132.5% | -64.1% |
| 1Y | -45.7% | +96.5% | -142.2% | -58.3% |
| All | -45.7% | +92.4% | -138.1% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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