-50.9%
RDDT vs FN
-21.9%
-29.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | -5.0% |
| 7D | +6.1% | +20.8% | -14.7% | +2.5% |
| 30D | -35.9% | -17.3% | -18.6% | -34.3% |
| 3M | -35.1% | -38.1% | +3.0% | -31.1% |
| 6M | -34.7% | -44.2% | +9.6% | -30.6% |
| YTD | -56.7% | -22.3% | -34.4% | -57.3% |
| 1Y | -50.9% | -20.9% | -30.0% | -52.8% |
| All | -50.9% | -21.9% | -29.0% | -52.8% |
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