+95.2%
RDDT vs FAST
+50.9%
+44.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | +3.5% | +4.2% | -0.6% | +3.3% |
| 30D | -33.7% | +6.7% | -40.4% | -33.9% |
| 3M | -37.7% | +8.0% | -45.8% | -38.0% |
| 6M | -36.1% | +27.4% | -63.5% | -37.1% |
| YTD | -57.2% | +40.5% | -97.7% | -58.9% |
| 1Y | -48.0% | +38.4% | -86.4% | -50.0% |
| All | +95.2% | +50.9% | +44.3% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling