+190.3%
RDDT vs SYF
+85.6%
+104.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -0.9% |
| 7D | -7.4% | -1.3% | -6.0% | -6.6% |
| 30D | -7.7% | -1.1% | -6.7% | -6.9% |
| 3M | -17.8% | +7.4% | -25.2% | -21.4% |
| 6M | +5.5% | +16.2% | -10.7% | -4.1% |
| YTD | -36.3% | -6.1% | -30.2% | -34.3% |
| 1Y | -39.0% | +3.4% | -42.4% | -40.9% |
| All | +190.3% | +85.6% | +104.7% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling