+7.6%
EIX vs RBA
-5.8%
+13.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | +1.4% | +1.7% | -0.4% | +1.3% |
| 30D | +8.5% | +8.3% | +0.2% | +8.0% |
| 3M | -13.5% | +10.5% | -24.0% | -14.0% |
| 6M | -12.4% | -5.9% | -6.5% | -11.7% |
| YTD | +5.9% | -6.9% | +12.8% | +3.1% |
| 1Y | +7.6% | -4.9% | +12.5% | +4.4% |
| All | +7.6% | -5.8% | +13.4% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling