+97.4%
RDDT vs SWK
+34.5%
+62.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.5% | -4.9% |
| 7D | +6.1% | -2.0% | +8.1% | +7.0% |
| 30D | -35.9% | +24.6% | -60.5% | -41.2% |
| 3M | -35.1% | +10.8% | -45.9% | -37.8% |
| 6M | -34.7% | +46.1% | -80.7% | -43.9% |
| YTD | -56.7% | +56.8% | -113.5% | -64.6% |
| 1Y | -50.9% | +72.7% | -123.6% | -61.7% |
| All | +97.4% | +34.5% | +62.9% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling