-45.7%
RDDT vs FFIV
+33.5%
-79.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.4% | +6.1% |
| 7D | -24.4% | -9.8% | -14.6% | -21.5% |
| 30D | -32.3% | -28.1% | -4.2% | -27.2% |
| 3M | -36.3% | -20.0% | -16.3% | -33.3% |
| 6M | -39.7% | -0.1% | -39.7% | -41.5% |
| YTD | -55.7% | +29.2% | -84.8% | -59.7% |
| 1Y | -45.7% | +36.6% | -82.3% | -52.1% |
| All | -45.7% | +33.5% | -79.2% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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