+212.8%
RDDT vs SYF
+82.4%
+130.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.1% |
| 7D | +2.1% | -4.9% | +7.1% | +5.4% |
| 30D | +2.8% | -4.3% | +7.1% | +5.9% |
| 3M | -8.9% | +5.5% | -14.5% | -12.0% |
| 6M | +15.1% | +17.5% | -2.4% | +3.8% |
| YTD | -31.4% | -7.8% | -23.6% | -28.5% |
| 1Y | -39.4% | +1.6% | -41.1% | -40.6% |
| All | +212.8% | +82.4% | +130.4% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 3y: compounded portfolio wealth divided by compounded SYF 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…
3y analysis · Full analysis span regression · 6 months rolling