-11.6%
EIX vs RBRK
+124.5%
-136.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.4% |
| 7D | -1.4% | -7.5% | +6.1% | -1.4% |
| 30D | -19.3% | -10.4% | -8.9% | -19.3% |
| 3M | -21.7% | +21.3% | -42.9% | -21.4% |
| 6M | -19.8% | +50.6% | -70.5% | -19.4% |
| YTD | -3.0% | +13.3% | -16.3% | -2.1% |
| 1Y | +5.1% | +11.2% | -6.1% | +6.0% |
| All | -11.6% | +124.5% | -136.1% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling