+212.8%
RDDT vs FIX
+435.7%
-222.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | -0.7% |
| 7D | +2.1% | +5.0% | -2.9% | +0.2% |
| 30D | +2.8% | -2.7% | +5.5% | +3.2% |
| 3M | -8.9% | -8.2% | -0.7% | -8.4% |
| 6M | +15.1% | +20.3% | -5.2% | +2.0% |
| YTD | -31.4% | +81.4% | -112.8% | -50.3% |
| 1Y | -39.4% | +121.5% | -160.9% | -60.5% |
| All | +212.8% | +435.7% | -222.9% | +18.3% |
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