+206.2%
RDDT vs SWKS
-24.9%
+231.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.9% |
| 7D | +1.0% | +12.5% | -11.6% | -2.0% |
| 30D | -0.5% | +10.5% | -11.0% | -3.0% |
| 3M | -16.0% | -7.4% | -8.6% | -14.7% |
| 6M | +4.9% | +32.7% | -27.8% | -5.4% |
| YTD | -32.8% | +19.2% | -52.0% | -37.7% |
| 1Y | -33.5% | +2.4% | -35.8% | -35.4% |
| All | +206.2% | -24.9% | +231.1% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling