+10.8%
EIX vs RBA
-4.2%
+15.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.1% |
| 7D | +0.7% | +2.5% | -1.8% | +0.6% |
| 30D | +8.8% | +11.6% | -2.8% | +8.1% |
| 3M | -10.9% | +1.5% | -12.4% | -11.3% |
| 6M | -10.3% | -6.6% | -3.7% | -9.7% |
| YTD | +5.8% | -6.3% | +12.1% | +3.1% |
| All | +10.8% | -4.2% | +15.0% | +7.2% |
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