-22.1%
RDDT vs FRMI
-78.1%
+56.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +1.3% |
| 7D | +2.1% | +7.4% | -5.3% | +1.2% |
| 30D | +2.8% | -27.6% | +30.4% | +6.1% |
| 3M | -8.9% | -20.9% | +11.9% | -7.8% |
| 6M | +15.1% | -36.6% | +51.7% | +16.7% |
| YTD | -31.4% | -31.3% | -0.1% | -30.9% |
| All | -22.1% | -78.1% | +56.0% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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