+99.8%
RDDT vs FICO
-42.5%
+142.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.7% | +3.3% | +5.2% |
| 7D | +10.8% | -0.1% | +10.9% | +10.7% |
| 30D | -37.0% | +8.4% | -45.4% | -38.7% |
| 3M | -37.7% | -30.5% | -7.2% | -32.8% |
| 6M | -35.3% | -35.7% | +0.4% | -30.2% |
| YTD | -56.2% | -57.2% | +1.0% | -44.1% |
| 1Y | -48.2% | -58.4% | +10.2% | -33.1% |
| All | +99.8% | -42.5% | +142.3% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling