+196.2%
RDDT vs FIX
+422.3%
-226.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -4.1% |
| 7D | +3.3% | +6.1% | -2.8% | +1.0% |
| 30D | -7.6% | -2.7% | -5.0% | -7.2% |
| 3M | -12.7% | -10.9% | -1.8% | -11.3% |
| 6M | +7.2% | +29.0% | -21.8% | -8.0% |
| YTD | -35.0% | +76.9% | -111.9% | -52.4% |
| 1Y | -35.0% | +130.7% | -165.8% | -58.5% |
| All | +196.2% | +422.3% | -226.1% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling