+2.0%
RDW vs EFX
-3.1%
+5.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.6% |
| 7D | +0.9% | -4.5% | +5.4% | +3.1% |
| 30D | -21.3% | -6.1% | -15.2% | -19.5% |
| 3M | -37.9% | +6.2% | -44.1% | -42.4% |
| 6M | +12.3% | -11.2% | +23.5% | +13.4% |
| YTD | +39.7% | -21.4% | +61.1% | +50.2% |
| 1Y | +25.7% | -34.3% | +60.0% | +51.4% |
| 3Y | +230.8% | -12.5% | +243.4% | +221.9% |
| 5Y | -8.8% | -35.6% | +26.8% | -2.3% |
| All | +2.0% | -3.1% | +5.1% | +5.3% |
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