+212.8%
RDDT vs STT
+181.2%
+31.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.8% |
| 7D | +2.1% | -0.4% | +2.6% | +2.5% |
| 30D | +2.8% | +1.7% | +1.1% | +1.8% |
| 3M | -8.9% | +17.9% | -26.8% | -19.2% |
| 6M | +15.1% | +55.3% | -40.2% | -17.1% |
| YTD | -31.4% | +52.7% | -84.0% | -50.4% |
| 1Y | -39.4% | +75.7% | -115.1% | -60.7% |
| All | +212.8% | +181.2% | +31.6% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling