-45.7%
RDDT vs FTV
+37.8%
-83.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.3% | +3.7% | +5.4% |
| 7D | -24.4% | +6.6% | -31.0% | -25.3% |
| 30D | -32.3% | +19.1% | -51.4% | -34.8% |
| 3M | -36.3% | +13.1% | -49.4% | -37.8% |
| 6M | -39.7% | +14.0% | -53.7% | -41.3% |
| YTD | -55.7% | +24.2% | -79.9% | -55.9% |
| 1Y | -45.7% | +36.4% | -82.1% | -47.0% |
| All | -45.7% | +37.8% | -83.5% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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