+9.6%
EIX vs RBRK
+6.4%
+3.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +1.0% |
| 7D | -19.1% | +0.7% | -19.8% | -19.0% |
| 30D | -16.9% | +10.4% | -27.4% | -15.8% |
| 3M | -20.0% | +21.6% | -41.7% | -17.9% |
| 6M | -21.3% | +70.7% | -92.0% | -16.5% |
| YTD | -1.7% | +22.5% | -24.2% | +2.4% |
| 1Y | +9.6% | +8.2% | +1.3% | +13.0% |
| All | +9.6% | +6.4% | +3.1% | +13.0% |
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