+190.3%
RDDT vs SWKS
-22.4%
+212.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.4% |
| 7D | -7.4% | +6.8% | -14.2% | -9.0% |
| 30D | -7.7% | +11.3% | -19.0% | -10.3% |
| 3M | -17.8% | +4.1% | -21.8% | -18.9% |
| 6M | +5.5% | +39.7% | -34.2% | -6.2% |
| YTD | -36.3% | +23.2% | -59.5% | -41.4% |
| 1Y | -39.0% | +5.3% | -44.3% | -41.3% |
| All | +190.3% | -22.4% | +212.7% | +151.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling