+725.9%
EIX vs RCAT
-100.0%
+825.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.8% |
| 7D | -19.1% | -1.4% | -17.7% | -19.1% |
| 30D | -16.9% | -3.3% | -13.6% | -16.9% |
| 3M | -20.0% | -43.2% | +23.2% | -19.9% |
| 6M | -21.3% | -43.2% | +21.9% | -21.3% |
| YTD | -1.7% | +5.5% | -7.3% | -1.8% |
| 1Y | +9.6% | -1.6% | +11.2% | +9.4% |
| 3Y | -3.7% | +773.7% | -777.4% | -4.3% |
| 5Y | +22.6% | +187.6% | -165.0% | +21.8% |
| 10Y | +17.7% | -98.5% | +116.1% | +14.0% |
| All | +725.9% | -100.0% | +825.9% | +650.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling