+97.4%
RDDT vs FN
+76.2%
+21.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | -4.6% |
| 7D | +6.1% | +20.8% | -14.7% | +0.6% |
| 30D | -35.9% | -17.3% | -18.6% | -32.9% |
| 3M | -35.1% | -38.1% | +3.0% | -27.6% |
| 6M | -34.7% | -44.2% | +9.6% | -26.9% |
| YTD | -56.7% | -22.3% | -34.4% | -58.2% |
| 1Y | -50.9% | -20.9% | -30.0% | -53.3% |
| All | +97.4% | +76.2% | +21.2% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling