+95.6%
RDDT vs FICO
-42.0%
+137.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | +2.6% | +0.9% | +1.8% | +2.3% |
| 30D | -38.3% | +9.4% | -47.7% | -40.1% |
| 3M | -37.8% | -30.4% | -7.4% | -33.0% |
| 6M | -36.7% | -35.1% | -1.6% | -31.8% |
| YTD | -57.1% | -56.8% | -0.3% | -45.5% |
| 1Y | -51.7% | -58.4% | +6.7% | -37.5% |
| All | +95.6% | -42.0% | +137.6% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling