+4.4%
RDW vs EIX
+16.2%
-11.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | +4.8% | +0.8% | +4.0% | +4.6% |
| 30D | -19.5% | -18.8% | -0.7% | -14.9% |
| 3M | -26.9% | -19.7% | -7.2% | -23.4% |
| 6M | +17.8% | -18.2% | +36.0% | +21.7% |
| YTD | +43.0% | -1.7% | +44.8% | +33.9% |
| 1Y | +32.1% | +7.8% | +24.3% | +17.9% |
| 3Y | +250.6% | -5.6% | +256.3% | +232.9% |
| 5Y | -6.6% | +23.7% | -30.3% | -17.2% |
| All | +4.4% | +16.2% | -11.7% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling