+212.8%
RDDT vs STRL
+361.1%
-148.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.8% | +0.3% |
| 7D | +2.1% | +5.0% | -2.9% | +0.9% |
| 30D | +2.8% | -6.9% | +9.7% | +4.3% |
| 3M | -8.9% | -39.1% | +30.1% | +0.3% |
| 6M | +15.1% | +21.5% | -6.4% | -4.5% |
| YTD | -31.4% | +66.9% | -98.2% | -51.3% |
| 1Y | -39.4% | +61.6% | -101.1% | -57.7% |
| All | +212.8% | +361.1% | -148.3% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling