+9.4%
EIX vs RBA
-4.5%
+13.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -2.5% | +0.6% | -3.1% | -2.6% |
| 30D | +7.7% | +9.0% | -1.3% | +7.1% |
| 3M | -12.9% | +7.2% | -20.0% | -13.3% |
| 6M | -12.7% | -7.8% | -4.9% | -12.2% |
| YTD | +5.5% | -6.4% | +11.8% | +2.7% |
| 1Y | +9.4% | -4.2% | +13.5% | +5.9% |
| All | +9.4% | -4.5% | +13.9% | +5.9% |
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