-45.7%
RDDT vs STT
+53.6%
-99.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.2% | +3.8% | +4.7% |
| 7D | -24.4% | -0.1% | -24.3% | -23.9% |
| 30D | -32.3% | -1.7% | -30.6% | -31.4% |
| 3M | -36.3% | -6.4% | -29.9% | -34.1% |
| 6M | -39.7% | +17.7% | -57.4% | -44.2% |
| YTD | -55.7% | +36.9% | -92.6% | -63.5% |
| 1Y | -45.7% | +52.0% | -97.8% | -60.6% |
| All | -45.7% | +53.6% | -99.3% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling