-1.8%
RDDT vs FIG
-72.7%
+70.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.8% | -3.2% | +0.7% |
| 7D | +2.1% | -3.8% | +6.0% | +2.8% |
| 30D | +2.8% | -2.3% | +5.1% | +2.4% |
| 3M | -8.9% | +20.0% | -28.9% | -14.2% |
| 6M | +15.1% | -16.7% | +31.7% | +13.8% |
| YTD | -31.4% | -37.9% | +6.6% | -30.9% |
| 1Y | -39.4% | -58.5% | +19.1% | -37.2% |
| All | -1.8% | -72.7% | +70.9% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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