-45.7%
RDDT vs FERG
+3.8%
-49.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.7% | +3.3% | +5.1% |
| 7D | -24.4% | +7.7% | -32.1% | -26.0% |
| 30D | -32.3% | +11.5% | -43.7% | -34.5% |
| 3M | -36.3% | -2.4% | -33.9% | -35.7% |
| 6M | -39.7% | -4.0% | -35.8% | -38.4% |
| YTD | -55.7% | +13.4% | -69.0% | -60.1% |
| 1Y | -45.7% | +3.1% | -48.8% | -47.1% |
| All | -45.7% | +3.8% | -49.5% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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