-33.5%
RDDT vs EFX
-25.2%
-8.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | +0.9% |
| 7D | +1.0% | -8.6% | +9.6% | +3.6% |
| 30D | -0.5% | +0.1% | -0.6% | -1.0% |
| 3M | -16.0% | +3.8% | -19.9% | -17.8% |
| 6M | +4.9% | -13.5% | +18.4% | +8.9% |
| YTD | -32.8% | -17.7% | -15.1% | -29.3% |
| 1Y | -33.5% | -25.6% | -7.9% | -30.1% |
| All | -33.5% | -25.2% | -8.2% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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