+27.2%
EIX vs RIO
+97.3%
-70.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.4% |
| 7D | +0.9% | +1.9% | -1.0% | +0.6% |
| 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% | -18.3% |
| YTD | +2.7% | +36.3% | -33.6% | -4.0% |
| 1Y | +17.4% | +71.2% | -53.7% | +4.5% |
| 3Y | -1.3% | +102.7% | -104.0% | -15.8% |
| 5Y | +27.2% | +99.6% | -72.4% | +10.1% |
| All | +27.2% | +97.3% | -70.1% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling