-40.0%
RDDT vs FAST
+4.6%
-44.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +6.2% |
| 7D | -0.4% | -0.4% | 0.0% | -0.5% |
| 30D | -0.5% | -6.4% | +5.9% | -1.4% |
| 3M | -9.8% | +7.1% | -16.9% | -8.9% |
| 6M | +15.8% | +7.0% | +8.8% | +15.9% |
| YTD | -32.4% | +24.1% | -56.6% | -32.1% |
| 1Y | -40.0% | +4.4% | -44.4% | -38.6% |
| All | -40.0% | +4.6% | -44.7% | -38.6% |
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