+190.3%
RDDT vs FITB
+61.2%
+129.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -7.4% | -0.4% | -7.0% | -7.2% |
| 30D | -7.7% | -5.1% | -2.6% | -5.2% |
| 3M | -17.8% | +3.5% | -21.3% | -19.3% |
| 6M | +5.5% | +17.2% | -11.8% | -3.6% |
| YTD | -36.3% | +17.6% | -53.9% | -42.7% |
| 1Y | -39.0% | +23.4% | -62.4% | -46.9% |
| All | +190.3% | +61.2% | +129.2% | +123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling