+95.2%
RDDT vs FIX
+252.8%
-157.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | +3.5% | +9.4% | -5.9% | +0.4% |
| 30D | -33.7% | -27.8% | -6.0% | -26.3% |
| 3M | -37.7% | -35.6% | -2.2% | -28.7% |
| 6M | -36.1% | -45.2% | +9.1% | -23.8% |
| YTD | -57.2% | +19.5% | -76.6% | -64.5% |
| 1Y | -48.0% | +24.2% | -72.3% | -58.0% |
| All | +95.2% | +252.8% | -157.6% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling