+88.5%
RDDT vs SW
+14.0%
+74.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | +3.7% | +2.3% | +1.4% | +2.7% |
| 30D | -37.7% | +6.8% | -44.5% | -39.9% |
| 3M | -37.0% | -5.2% | -31.8% | -35.6% |
| 6M | -42.9% | +7.4% | -50.3% | -45.7% |
| YTD | -58.6% | +17.4% | -76.0% | -64.2% |
| 1Y | -48.2% | +27.1% | -75.3% | -57.7% |
| All | +88.5% | +14.0% | +74.6% | +65.4% |
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