-45.7%
RDDT vs FGI
+38.7%
-84.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -5.0% | +11.0% | +6.1% |
| 7D | -24.4% | +3.3% | -27.7% | -24.4% |
| 30D | -32.3% | -2.0% | -30.2% | -32.2% |
| 3M | -36.3% | +60.3% | -96.6% | -38.7% |
| 6M | -39.7% | +0.7% | -40.5% | -41.1% |
| YTD | -55.7% | +30.2% | -85.9% | -58.2% |
| 1Y | -45.7% | +44.4% | -90.1% | -53.5% |
| All | -45.7% | +38.7% | -84.4% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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