-9.4%
EIX vs RBRK
+130.1%
-139.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -3.2% |
| 7D | +4.1% | +1.9% | +2.2% | +4.1% |
| 30D | -15.3% | -9.3% | -6.0% | -15.3% |
| 3M | -18.4% | +23.8% | -42.2% | -18.1% |
| 6M | -16.8% | +55.4% | -72.2% | -16.4% |
| YTD | -0.6% | +16.1% | -16.7% | +0.5% |
| 1Y | +10.7% | -9.8% | +20.5% | +12.5% |
| All | -9.4% | +130.1% | -139.5% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling