+212.8%
RDDT vs EFX
-35.3%
+248.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | +2.1% | -4.5% | +6.7% | +4.4% |
| 30D | +2.8% | -6.1% | +8.9% | +5.2% |
| 3M | -8.9% | +6.2% | -15.1% | -12.7% |
| 6M | +15.1% | -11.2% | +26.3% | +19.8% |
| YTD | -31.4% | -21.4% | -10.0% | -24.3% |
| 1Y | -39.4% | -34.3% | -5.1% | -26.4% |
| All | +212.8% | -35.3% | +248.0% | +218.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling