-45.7%
RDDT vs FDX
+65.6%
-111.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.6% | +2.4% | +6.1% |
| 7D | -24.4% | +8.1% | -32.5% | -24.2% |
| 30D | -32.3% | +13.9% | -46.2% | -32.1% |
| 3M | -36.3% | +5.5% | -41.8% | -36.2% |
| 6M | -39.7% | +15.1% | -54.9% | -38.9% |
| YTD | -55.7% | +43.2% | -98.9% | -56.6% |
| 1Y | -45.7% | +65.0% | -110.8% | -49.7% |
| All | -45.7% | +65.6% | -111.4% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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