-33.5%
RDDT vs STM
+107.3%
-140.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | +1.0% | +5.8% | -4.8% | 0.0% |
| 30D | -0.5% | -1.0% | +0.5% | -0.4% |
| 3M | -16.0% | -33.3% | +17.2% | -11.7% |
| 6M | +4.9% | +57.4% | -52.5% | -10.9% |
| YTD | -32.8% | +102.2% | -135.0% | -46.4% |
| 1Y | -33.5% | +99.6% | -133.1% | -47.9% |
| All | -33.5% | +107.3% | -140.7% | -47.9% |
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