+212.8%
RDDT vs STM
+19.5%
+193.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | 0.0% | +1.1% |
| 7D | +2.1% | -1.4% | +3.5% | +2.5% |
| 30D | +2.8% | -4.9% | +7.7% | +4.2% |
| 3M | -8.9% | -34.0% | +25.0% | +1.3% |
| 6M | +15.1% | +51.8% | -36.8% | -7.2% |
| YTD | -31.4% | +99.4% | -130.7% | -50.8% |
| 1Y | -39.4% | +99.1% | -138.5% | -57.1% |
| All | +212.8% | +19.5% | +193.3% | +125.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling