+17.4%
EIX vs RBA
-28.4%
+45.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.5% | +4.6% |
| 7D | +0.9% | -1.1% | +2.0% | +1.0% |
| 30D | -13.5% | -13.2% | -0.3% | -12.9% |
| 3M | -15.3% | -21.4% | +6.1% | -13.8% |
| 6M | -15.3% | -20.9% | +5.5% | -14.2% |
| YTD | +2.7% | -19.9% | +22.6% | +1.7% |
| 1Y | +17.4% | -28.7% | +46.1% | +21.3% |
| All | +17.4% | -28.4% | +45.8% | +21.3% |
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