-32.1%
RDW vs EIX
-18.5%
-13.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.5% | -5.2% |
| 7D | +3.6% | +4.1% | -0.5% | +4.3% |
| 30D | -18.4% | -15.3% | -3.1% | -17.3% |
| 3M | -32.1% | -18.4% | -13.6% | -26.1% |
| All | -32.1% | -18.5% | -13.6% | -26.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling