-45.7%
RDDT vs EIX
+18.9%
-64.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.1% | +2.9% | +5.9% |
| 7D | -24.4% | +4.5% | -28.9% | -24.4% |
| 30D | -32.3% | +15.2% | -47.5% | -32.3% |
| 3M | -36.3% | -11.6% | -24.7% | -35.9% |
| 6M | -39.7% | -8.4% | -31.4% | -36.7% |
| YTD | -55.7% | +8.2% | -63.9% | -51.2% |
| 1Y | -45.7% | +16.6% | -62.3% | -38.5% |
| All | -45.7% | +18.9% | -64.7% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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