+16.6%
EIX vs RBRK
+62.9%
-46.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +3.3% |
| 7D | +4.5% | -12.5% | +17.0% | +3.6% |
| 30D | +15.2% | -3.0% | +18.2% | +15.1% |
| 3M | -11.6% | +46.9% | -58.5% | -8.2% |
| 6M | -8.4% | +105.4% | -113.8% | -1.7% |
| YTD | +8.2% | +55.6% | -47.4% | +15.7% |
| 1Y | +16.6% | +63.9% | -47.3% | +23.8% |
| All | +16.6% | +62.9% | -46.3% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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