+879.2%
STX vs RDDT
+235.7%
+643.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -3.9% |
| 7D | -2.3% | +2.1% | -4.4% | -2.5% |
| 30D | -5.5% | +2.8% | -8.3% | -5.9% |
| 3M | -4.3% | -8.9% | +4.6% | -4.3% |
| 6M | +115.6% | +15.1% | +100.6% | +109.2% |
| YTD | +202.2% | -31.4% | +233.6% | +208.4% |
| 1Y | +325.3% | -39.4% | +364.7% | +337.1% |
| All | +879.2% | +235.7% | +643.6% | +737.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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