+12.3%
EIX vs RBA
+64.0%
-51.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.4% |
| 3M | -12.9% | +7.2% | -20.0% | -13.8% |
| 6M | -12.7% | -7.8% | -4.9% | -12.0% |
| YTD | +5.5% | -6.4% | +11.8% | +5.0% |
| 1Y | +9.4% | -4.2% | +13.5% | +8.3% |
| All | +12.3% | +64.0% | -51.7% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling