-45.7%
RDDT vs F
+2.7%
-48.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.9% | +3.0% | +5.1% |
| 7D | -24.4% | +6.0% | -30.4% | -25.6% |
| 30D | -32.3% | +4.3% | -36.5% | -33.1% |
| 3M | -36.3% | -10.1% | -26.2% | -34.5% |
| 6M | -39.7% | +12.8% | -52.5% | -40.4% |
| YTD | -55.7% | -0.1% | -55.6% | -55.9% |
| 1Y | -45.7% | +3.7% | -49.4% | -48.8% |
| All | -45.7% | +2.7% | -48.5% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling