+212.8%
RDDT vs FANG
+14.0%
+198.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +2.1% | +2.9% | -0.7% | +1.4% |
| 30D | +2.8% | +2.6% | +0.2% | +2.0% |
| 3M | -8.9% | +7.6% | -16.5% | -11.5% |
| 6M | +15.1% | +17.3% | -2.3% | +6.5% |
| YTD | -31.4% | +38.7% | -70.0% | -41.7% |
| 1Y | -39.4% | +51.6% | -91.1% | -51.2% |
| All | +212.8% | +14.0% | +198.8% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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