+190.3%
RDDT vs FIX
+411.7%
-221.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.2% |
| 7D | -7.4% | +3.5% | -10.9% | -8.6% |
| 30D | -7.7% | -3.5% | -4.2% | -7.1% |
| 3M | -17.8% | -11.8% | -6.0% | -16.2% |
| 6M | +5.5% | +17.8% | -12.3% | -5.9% |
| YTD | -36.3% | +73.3% | -109.6% | -53.0% |
| 1Y | -39.0% | +128.1% | -167.1% | -60.9% |
| All | +190.3% | +411.7% | -221.4% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling