+190.3%
RDDT vs FAST
+32.7%
+157.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -7.4% | +1.8% | -9.2% | -7.4% |
| 30D | -7.7% | -6.4% | -1.3% | -7.4% |
| 3M | -17.8% | +5.3% | -23.1% | -18.2% |
| 6M | +5.5% | +5.4% | +0.1% | +4.6% |
| YTD | -36.3% | +23.6% | -59.9% | -38.5% |
| 1Y | -39.0% | +4.1% | -43.1% | -39.1% |
| All | +190.3% | +32.7% | +157.6% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling