-45.7%
RDDT vs FIX
+14.3%
-60.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -15.1% | +21.1% | +8.4% |
| 7D | -24.4% | -18.9% | -5.4% | -21.7% |
| 30D | -32.3% | -36.3% | +4.0% | -27.7% |
| 3M | -36.3% | -38.5% | +2.2% | -31.7% |
| 6M | -39.7% | -42.3% | +2.5% | -35.5% |
| YTD | -55.7% | +17.1% | -72.8% | -61.4% |
| 1Y | -45.7% | +14.4% | -60.1% | -52.8% |
| All | -45.7% | +14.3% | -60.0% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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