+196.2%
RDDT vs STT
+179.0%
+17.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.5% |
| 7D | +3.3% | +2.2% | +1.1% | +1.8% |
| 30D | -7.6% | +3.9% | -11.5% | -9.8% |
| 3M | -12.7% | +19.2% | -31.9% | -23.2% |
| 6M | +7.2% | +60.4% | -53.2% | -24.7% |
| YTD | -35.0% | +51.5% | -86.5% | -52.8% |
| 1Y | -35.0% | +76.3% | -111.3% | -58.1% |
| All | +196.2% | +179.0% | +17.2% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling