+208.0%
RDDT vs FIS
-42.6%
+250.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +5.5% |
| 7D | -0.4% | -8.9% | +8.5% | +4.2% |
| 30D | -0.5% | -9.9% | +9.4% | +4.4% |
| 3M | -9.8% | 0.0% | -9.8% | -9.8% |
| 6M | +15.8% | -22.9% | +38.7% | +30.1% |
| YTD | -32.4% | -40.9% | +8.5% | -15.8% |
| 1Y | -40.0% | -40.4% | +0.4% | -25.5% |
| All | +208.0% | -42.6% | +250.6% | +274.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling