+206.2%
RDDT vs FGI
-9.6%
+215.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.5% | -1.1% |
| 7D | +1.0% | +0.5% | +0.4% | +0.9% |
| 30D | -0.5% | +65.4% | -65.9% | -2.8% |
| 3M | -16.0% | +23.5% | -39.5% | -17.6% |
| 6M | +4.9% | +60.5% | -55.7% | +1.0% |
| YTD | -32.8% | +30.0% | -62.8% | -34.9% |
| 1Y | -33.5% | +82.1% | -115.5% | -36.1% |
| All | +206.2% | -9.6% | +215.9% | +218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling