-48.0%
RDDT vs FICO
-59.4%
+11.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | +3.5% | +2.2% | +1.3% | +3.3% |
| 30D | -33.7% | +0.1% | -33.8% | -33.8% |
| 3M | -37.7% | -35.2% | -2.6% | -35.3% |
| 6M | -36.1% | -32.4% | -3.8% | -35.5% |
| YTD | -57.2% | -57.4% | +0.2% | -52.7% |
| 1Y | -48.0% | -58.5% | +10.5% | -41.7% |
| All | -48.0% | -59.4% | +11.4% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling