-35.0%
RDDT vs SW
-3.8%
-31.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.5% |
| 7D | +3.3% | -2.6% | +5.9% | +3.9% |
| 30D | -7.6% | -7.5% | -0.1% | -5.9% |
| 3M | -12.7% | +10.3% | -23.0% | -13.8% |
| 6M | +7.2% | +5.4% | +1.7% | +6.1% |
| YTD | -35.0% | +17.9% | -52.9% | -38.1% |
| 1Y | -35.0% | -2.4% | -32.7% | -40.1% |
| All | -35.0% | -3.8% | -31.3% | -40.1% |
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