+196.2%
RDDT vs FICO
-25.9%
+222.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +3.3% | -15.4% | +18.7% | +8.5% |
| 30D | -7.6% | -10.4% | +2.8% | -5.4% |
| 3M | -12.7% | -22.7% | +10.0% | -7.3% |
| 6M | +7.2% | -36.8% | +43.9% | +22.3% |
| YTD | -35.0% | -44.8% | +9.8% | -21.4% |
| 1Y | -35.0% | -39.3% | +4.3% | -26.3% |
| All | +196.2% | -25.9% | +222.0% | +215.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling