+212.8%
RDDT vs EIX
-8.6%
+221.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.7% |
| 7D | +2.1% | -1.4% | +3.5% | +2.3% |
| 30D | +2.8% | -19.3% | +22.1% | +6.0% |
| 3M | -8.9% | -21.7% | +12.7% | -5.1% |
| 6M | +15.1% | -19.8% | +34.9% | +19.1% |
| YTD | -31.4% | -3.0% | -28.3% | -32.3% |
| 1Y | -39.4% | +5.1% | -44.5% | -41.8% |
| All | +212.8% | -8.6% | +221.4% | +261.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling