+206.2%
RDDT vs FICO
-25.9%
+232.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.7% | +15.7% | +4.5% |
| 7D | +1.0% | -19.2% | +20.1% | +7.7% |
| 30D | -0.5% | -14.6% | +14.1% | +3.6% |
| 3M | -16.0% | -20.1% | +4.1% | -12.1% |
| 6M | +4.9% | -36.3% | +41.2% | +19.2% |
| YTD | -32.8% | -44.9% | +12.1% | -18.7% |
| 1Y | -33.5% | -38.6% | +5.2% | -25.0% |
| All | +206.2% | -25.9% | +232.2% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling