+109.5%
RDDT vs SW
+13.8%
+95.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.4% |
| 7D | +3.7% | -2.6% | +6.3% | +5.0% |
| 30D | -33.9% | +7.2% | -41.1% | -36.4% |
| 3M | -32.4% | -10.5% | -21.9% | -29.0% |
| 6M | -33.8% | +9.9% | -43.6% | -37.8% |
| YTD | -54.0% | +17.2% | -71.3% | -60.2% |
| 1Y | -49.3% | +26.5% | -75.8% | -58.4% |
| All | +109.5% | +13.8% | +95.7% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling