+95.2%
RDDT vs FGI
-23.2%
+118.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -25.2% | +24.1% | -0.6% |
| 7D | +3.5% | -14.4% | +17.9% | +3.8% |
| 30D | -33.7% | -11.8% | -22.0% | -33.6% |
| 3M | -37.7% | -46.2% | +8.5% | -37.1% |
| 6M | -36.1% | +5.2% | -41.3% | -37.2% |
| YTD | -57.2% | +10.5% | -67.7% | -58.4% |
| 1Y | -48.0% | +25.5% | -73.5% | -49.7% |
| All | +95.2% | -23.2% | +118.4% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling