+196.2%
RDDT vs STM
+20.5%
+175.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | +3.3% | +5.2% | -1.9% | +1.8% |
| 30D | -7.6% | -7.4% | -0.3% | -5.6% |
| 3M | -12.7% | -30.6% | +17.9% | -4.5% |
| 6M | +7.2% | +66.4% | -59.2% | -16.5% |
| YTD | -35.0% | +101.1% | -136.2% | -53.5% |
| 1Y | -35.0% | +97.4% | -132.4% | -53.8% |
| All | +196.2% | +20.5% | +175.6% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling