+212.8%
RDDT vs FFIV
+116.7%
+96.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.8% | -0.1% |
| 7D | +2.1% | +5.4% | -3.3% | -0.7% |
| 30D | +2.8% | -2.7% | +5.5% | +3.7% |
| 3M | -8.9% | +4.5% | -13.5% | -12.1% |
| 6M | +15.1% | +42.2% | -27.1% | -8.5% |
| YTD | -31.4% | +61.3% | -92.7% | -50.0% |
| 1Y | -39.4% | +23.0% | -62.5% | -47.6% |
| All | +212.8% | +116.7% | +96.1% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling