-6.1%
RDW vs EIX
+20.9%
-27.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.8% |
| 7D | +0.9% | -1.4% | +2.2% | +1.5% |
| 30D | -21.3% | -19.3% | -2.0% | -16.4% |
| 3M | -37.9% | -21.7% | -16.2% | -34.1% |
| 6M | +12.3% | -19.8% | +32.1% | +17.1% |
| YTD | +39.7% | -3.0% | +42.8% | +30.5% |
| 1Y | +25.7% | +5.1% | +20.6% | +12.1% |
| 3Y | +230.8% | -7.0% | +237.8% | +213.5% |
| All | -6.1% | +20.9% | -27.0% | -25.8% |
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