+212.8%
RDDT vs FTI
+210.8%
+2.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | +2.1% | -4.4% | +6.5% | +3.7% |
| 30D | +2.8% | +1.5% | +1.3% | +2.3% |
| 3M | -8.9% | +8.2% | -17.1% | -12.7% |
| 6M | +15.1% | +18.8% | -3.8% | +4.0% |
| YTD | -31.4% | +71.7% | -103.0% | -49.5% |
| 1Y | -39.4% | +90.0% | -129.5% | -58.5% |
| All | +212.8% | +210.8% | +2.0% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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