+206.2%
RDDT vs SW
+18.5%
+187.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.6% |
| 7D | +1.0% | -5.1% | +6.0% | +3.6% |
| 30D | -0.5% | -4.6% | +4.1% | +1.8% |
| 3M | -16.0% | +9.4% | -25.4% | -20.2% |
| 6M | +4.9% | +3.5% | +1.4% | +1.7% |
| YTD | -32.8% | +22.0% | -54.8% | -42.6% |
| 1Y | -33.5% | +2.2% | -35.7% | -36.7% |
| All | +206.2% | +18.5% | +187.7% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling