-36.1%
RDDT vs FGI
+7.7%
-43.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -33.5% |
| 3M | -37.7% | -46.2% | +8.5% | -37.2% |
| 6M | -36.1% | +5.2% | -41.3% | -38.5% |
| All | -36.1% | +7.7% | -43.8% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling