+212.8%
RDDT vs FITB
+62.7%
+150.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.3% |
| 7D | +2.1% | -0.3% | +2.4% | +2.3% |
| 30D | +2.8% | -5.7% | +8.5% | +5.9% |
| 3M | -8.9% | +3.2% | -12.1% | -10.4% |
| 6M | +15.1% | +23.4% | -8.3% | +2.5% |
| YTD | -31.4% | +18.8% | -50.2% | -38.6% |
| 1Y | -39.4% | +25.0% | -64.4% | -47.6% |
| All | +212.8% | +62.7% | +150.1% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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