-45.7%
RDDT vs FIVE
+63.3%
-109.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.7% | -0.7% | +4.8% |
| 7D | -24.4% | +7.5% | -31.8% | -25.1% |
| 30D | -32.3% | +16.7% | -49.0% | -33.7% |
| 3M | -36.3% | +13.4% | -49.7% | -37.3% |
| 6M | -39.7% | +9.0% | -48.8% | -40.1% |
| YTD | -55.7% | +33.8% | -89.5% | -59.5% |
| 1Y | -45.7% | +61.2% | -106.9% | -57.2% |
| All | -45.7% | +63.3% | -109.0% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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