+109.5%
RDDT vs FICO
-42.1%
+151.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.3% | +7.2% |
| 7D | +3.7% | +4.0% | -0.3% | +2.6% |
| 30D | -33.9% | -1.5% | -32.4% | -33.9% |
| 3M | -32.4% | -29.8% | -2.6% | -27.3% |
| 6M | -33.8% | -33.3% | -0.5% | -29.5% |
| YTD | -54.0% | -56.9% | +2.9% | -41.6% |
| 1Y | -49.3% | -59.5% | +10.2% | -33.5% |
| All | +109.5% | -42.1% | +151.6% | +134.5% |
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