-45.7%
RDDT vs FE
+6.1%
-51.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +6.0% | +6.0% |
| 7D | -24.4% | +1.7% | -26.0% | -24.0% |
| 30D | -32.3% | +8.1% | -40.4% | -31.0% |
| 3M | -36.3% | -1.3% | -35.0% | -37.1% |
| 6M | -39.7% | +2.9% | -42.6% | -38.9% |
| YTD | -55.7% | +8.6% | -64.2% | -54.1% |
| 1Y | -45.7% | +6.3% | -52.1% | -44.1% |
| All | -45.7% | +6.1% | -51.8% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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