-45.7%
RDDT vs SW
+29.5%
-75.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.1% | +1.9% | +5.2% |
| 7D | -24.4% | +12.1% | -36.4% | -26.0% |
| 30D | -32.3% | +6.6% | -38.8% | -33.1% |
| 3M | -36.3% | -6.0% | -30.3% | -35.5% |
| 6M | -39.7% | +21.5% | -61.2% | -40.7% |
| YTD | -55.7% | +20.3% | -76.0% | -57.1% |
| 1Y | -45.7% | +28.1% | -73.9% | -48.6% |
| All | -45.7% | +29.5% | -75.2% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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