+196.2%
RDDT vs FDS
-37.0%
+233.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -1.9% |
| 7D | +3.3% | -5.4% | +8.7% | +5.1% |
| 30D | -7.6% | +1.6% | -9.2% | -8.4% |
| 3M | -12.7% | +17.7% | -30.5% | -18.4% |
| 6M | +7.2% | +29.1% | -21.9% | -3.3% |
| YTD | -35.0% | +1.0% | -36.0% | -36.9% |
| 1Y | -35.0% | -21.6% | -13.4% | -32.6% |
| All | +196.2% | -37.0% | +233.2% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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