+4.4%
RDDT vs FPS
+22.4%
-17.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.0% | -7.4% | +0.3% |
| 7D | +2.1% | +1.5% | +0.6% | +1.8% |
| 30D | +2.8% | -16.9% | +19.7% | +5.6% |
| 3M | -8.9% | -45.3% | +36.4% | -3.9% |
| 6M | +15.1% | -10.3% | +25.4% | +13.0% |
| All | +4.4% | +22.4% | -17.9% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 5y: compounded portfolio wealth divided by compounded FPS 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…
5y analysis · Full analysis span regression · 6 months rolling