+212.8%
RDDT vs FIS
-42.5%
+255.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +2.1% | -7.9% | +10.0% | +6.3% |
| 30D | +2.8% | -8.0% | +10.8% | +6.8% |
| 3M | -8.9% | +0.6% | -9.5% | -9.2% |
| 6M | +15.1% | -22.2% | +37.3% | +28.8% |
| YTD | -31.4% | -40.8% | +9.4% | -14.5% |
| 1Y | -39.4% | -41.5% | +2.1% | -24.3% |
| All | +212.8% | -42.5% | +255.3% | +279.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling