-33.5%
RDDT vs FN
+17.1%
-50.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.5% |
| 7D | +1.0% | -1.7% | +2.6% | +1.2% |
| 30D | -0.5% | -22.0% | +21.5% | +3.0% |
| 3M | -16.0% | -43.0% | +27.0% | -9.3% |
| 6M | +4.9% | -27.7% | +32.6% | +7.4% |
| YTD | -32.8% | -10.5% | -22.3% | -35.5% |
| 1Y | -33.5% | +12.5% | -45.9% | -42.2% |
| All | -33.5% | +17.1% | -50.5% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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