-40.0%
RDDT vs FN
+6.6%
-46.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.4% | +9.5% | +6.6% |
| 7D | -0.4% | +2.3% | -2.7% | -0.9% |
| 30D | -0.5% | -23.2% | +22.6% | +3.1% |
| 3M | -9.8% | -30.4% | +20.6% | -5.8% |
| 6M | +15.8% | -25.6% | +41.4% | +17.8% |
| YTD | -32.4% | -11.3% | -21.1% | -35.1% |
| 1Y | -40.0% | +8.4% | -48.5% | -47.4% |
| All | -40.0% | +6.6% | -46.6% | -47.4% |
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