+208.0%
RDDT vs EFX
-35.6%
+243.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | -0.4% | -11.1% | +10.7% | +5.0% |
| 30D | -0.5% | -7.4% | +6.8% | +2.4% |
| 3M | -9.8% | +1.5% | -11.3% | -11.7% |
| 6M | +15.8% | -13.7% | +29.5% | +22.3% |
| YTD | -32.4% | -21.9% | -10.6% | -25.3% |
| 1Y | -40.0% | -30.8% | -9.2% | -29.4% |
| All | +208.0% | -35.6% | +243.6% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling