-45.7%
RDDT vs FHN
+14.6%
-60.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.3% | +5.1% |
| 7D | -24.4% | +2.3% | -26.6% | -24.9% |
| 30D | -32.3% | +1.6% | -33.9% | -32.6% |
| 3M | -36.3% | -8.4% | -27.9% | -33.9% |
| 6M | -39.7% | -2.3% | -37.5% | -38.9% |
| YTD | -55.7% | +1.5% | -57.2% | -56.8% |
| 1Y | -45.7% | +15.0% | -60.8% | -56.4% |
| All | -45.7% | +14.6% | -60.3% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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