+208.0%
RDDT vs STZ
-51.1%
+259.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +6.0% |
| 7D | -0.4% | -4.1% | +3.7% | -0.3% |
| 30D | -0.5% | -7.6% | +7.0% | -0.3% |
| 3M | -9.8% | -12.3% | +2.5% | -9.6% |
| 6M | +15.8% | -16.3% | +32.1% | +15.9% |
| YTD | -32.4% | -8.4% | -24.1% | -34.3% |
| 1Y | -40.0% | -10.8% | -29.2% | -41.4% |
| All | +208.0% | -51.1% | +259.1% | +302.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 3y: compounded portfolio wealth divided by compounded STZ 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…
3y analysis · Full analysis span regression · 6 months rolling