+7.6%
RDDT vs STRL
+30.9%
-23.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.2% | -6.5% | -3.5% |
| 7D | +3.3% | +10.1% | -6.8% | +2.6% |
| 30D | -7.6% | -8.2% | +0.6% | -7.1% |
| 3M | -12.7% | -43.7% | +31.0% | -9.7% |
| All | +7.6% | +30.9% | -23.3% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 6mo: compounded portfolio wealth divided by compounded STRL 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…
6mo analysis · Full analysis span regression · 6 months rolling