+12.3%
EIX vs RL
+257.6%
-245.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -2.5% | -4.4% | +1.8% | -2.0% |
| 30D | +7.7% | +5.6% | +2.1% | +6.8% |
| 3M | -12.9% | -0.6% | -12.2% | -12.9% |
| 6M | -12.7% | +15.5% | -28.1% | -14.8% |
| YTD | +5.5% | +12.3% | -6.9% | +2.9% |
| 1Y | +9.4% | +19.3% | -9.9% | +5.8% |
| All | +12.3% | +257.6% | -245.3% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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