+208.0%
RDDT vs F
+24.4%
+183.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.2% | +2.9% | +5.1% |
| 7D | -0.4% | -3.7% | +3.3% | +0.7% |
| 30D | -0.5% | -0.7% | +0.2% | -0.2% |
| 3M | -9.8% | -1.9% | -7.9% | -9.3% |
| 6M | +15.8% | +16.1% | -0.3% | +10.2% |
| YTD | -32.4% | +9.5% | -41.9% | -34.8% |
| 1Y | -40.0% | +27.2% | -67.2% | -45.1% |
| All | +208.0% | +24.4% | +183.6% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling