-39.0%
RDDT vs SWK
+22.8%
-61.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.2% |
| 7D | -7.4% | -4.6% | -2.8% | -5.8% |
| 30D | -7.7% | -9.9% | +2.2% | -4.3% |
| 3M | -17.8% | +15.4% | -33.2% | -21.2% |
| 6M | +5.5% | +25.0% | -19.5% | -2.3% |
| YTD | -36.3% | +27.2% | -63.5% | -43.4% |
| 1Y | -39.0% | +24.6% | -63.6% | -44.9% |
| All | -39.0% | +22.8% | -61.9% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling