-45.7%
RDDT vs FN
-25.7%
-20.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -6.0% | +11.9% | +7.0% |
| 7D | -24.4% | -7.0% | -17.4% | -23.4% |
| 30D | -32.3% | -24.7% | -7.5% | -29.4% |
| 3M | -36.3% | -35.7% | -0.6% | -32.5% |
| 6M | -39.7% | -52.4% | +12.7% | -33.8% |
| YTD | -55.7% | -25.0% | -30.7% | -56.2% |
| 1Y | -45.7% | -25.7% | -20.1% | -47.2% |
| All | -45.7% | -25.7% | -20.0% | -47.2% |
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