+212.8%
RDDT vs SWKS
-10.4%
+223.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.6% | +0.2% |
| 7D | +2.1% | +19.4% | -17.2% | -2.5% |
| 30D | +2.8% | +26.8% | -24.0% | -3.3% |
| 3M | -8.9% | +21.5% | -30.4% | -13.7% |
| 6M | +15.1% | +61.0% | -45.9% | -1.4% |
| YTD | -31.4% | +42.2% | -73.6% | -39.2% |
| 1Y | -39.4% | +22.1% | -61.6% | -43.9% |
| All | +212.8% | -10.4% | +223.2% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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