+18.6%
EIX vs RCAT
+41.8%
-23.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.4% |
| 7D | +1.4% | -5.9% | +7.3% | +1.5% |
| 30D | +8.5% | -19.7% | +28.2% | +8.9% |
| 3M | -13.5% | -62.9% | +49.4% | -12.0% |
| 6M | -12.4% | -59.6% | +47.2% | -11.4% |
| YTD | +5.9% | -52.1% | +58.0% | +5.9% |
| 1Y | +7.6% | -50.9% | +58.5% | +7.4% |
| 3Y | +12.8% | +333.8% | -321.0% | +5.7% |
| All | +18.6% | +41.8% | -23.2% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 5y: compounded portfolio wealth divided by compounded RCAT 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…
5y analysis · Full analysis span regression · 6 months rolling