+446.8%
EIX vs RBA
+4,003.4%
-3,556.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | +1.0% | +4.3% | -3.3% | +0.3% |
| 30D | +9.1% | +16.3% | -7.2% | +6.4% |
| 3M | -10.2% | +1.3% | -11.6% | -10.6% |
| 6M | -11.2% | -11.1% | -0.2% | -10.0% |
| YTD | +4.5% | -8.5% | +12.9% | +5.0% |
| 1Y | +10.9% | -2.1% | +13.0% | +10.2% |
| 3Y | +8.4% | +44.6% | -36.1% | +0.2% |
| 5Y | +18.0% | +36.8% | -18.9% | +8.5% |
| 10Y | +30.3% | +227.3% | -197.0% | +1.2% |
| All | +446.8% | +4,003.4% | -3,556.6% | +232.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling