+190.3%
RDDT vs F
+20.5%
+169.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +2.0% | -0.8% |
| 7D | -7.4% | -4.9% | -2.5% | -6.0% |
| 30D | -7.7% | -2.9% | -4.8% | -6.8% |
| 3M | -17.8% | -9.1% | -8.7% | -15.5% |
| 6M | +5.5% | +12.9% | -7.5% | +1.1% |
| YTD | -36.3% | +6.1% | -42.4% | -38.0% |
| 1Y | -39.0% | +22.5% | -61.6% | -43.5% |
| All | +190.3% | +20.5% | +169.8% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling