-45.7%
RDDT vs FIS
-50.5%
+4.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -23.7% | +29.6% | +11.4% |
| 7D | -24.4% | -18.4% | -5.9% | -24.0% |
| 30D | -32.3% | -11.4% | -20.9% | -35.5% |
| 3M | -36.3% | -32.0% | -4.3% | -28.6% |
| 6M | -39.7% | -35.6% | -4.1% | -30.1% |
| YTD | -55.7% | -53.8% | -1.9% | -35.2% |
| 1Y | -45.7% | -51.1% | +5.3% | -26.5% |
| All | -45.7% | -50.5% | +4.8% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling