-1.3%
EIX vs RIO
+104.4%
-105.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.4% |
| 7D | +0.9% | +1.9% | -1.0% | +0.5% |
| 30D | -13.5% | +5.0% | -18.5% | -14.3% |
| 3M | -15.3% | +5.1% | -20.4% | -16.2% |
| 6M | -15.3% | +17.6% | -33.0% | -18.7% |
| YTD | +2.7% | +36.3% | -33.6% | -5.3% |
| 1Y | +17.4% | +71.2% | -53.7% | +1.5% |
| 3Y | -1.3% | +102.7% | -104.0% | -22.0% |
| All | -1.3% | +104.4% | -105.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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