+208.0%
RDDT vs STM
+17.7%
+190.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.6% | +6.5% |
| 7D | -0.4% | -1.1% | +0.6% | -0.1% |
| 30D | -0.5% | -7.8% | +7.3% | +1.7% |
| 3M | -9.8% | -28.2% | +18.4% | -2.3% |
| 6M | +15.8% | +52.0% | -36.2% | -6.8% |
| YTD | -32.4% | +96.4% | -128.8% | -51.4% |
| 1Y | -40.0% | +98.8% | -138.9% | -57.6% |
| All | +208.0% | +17.7% | +190.3% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling