-33.5%
RDDT vs FAST
+2.3%
-35.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -0.8% |
| 7D | +1.0% | -0.4% | +1.3% | +1.0% |
| 30D | -0.5% | -0.8% | +0.3% | -0.6% |
| 3M | -16.0% | +5.8% | -21.8% | -15.1% |
| 6M | +4.9% | +8.0% | -3.1% | +5.6% |
| YTD | -32.8% | +25.6% | -58.4% | -31.2% |
| 1Y | -33.5% | +0.8% | -34.3% | -33.5% |
| All | -33.5% | +2.3% | -35.8% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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