+7.6%
EIX vs RMBS
-18.4%
+26.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.3% |
| 7D | +1.4% | +10.3% | -9.0% | +1.6% |
| 30D | +8.5% | -10.7% | +19.3% | +8.4% |
| 3M | -13.5% | -17.2% | +3.8% | -13.6% |
| 6M | -12.4% | -39.0% | +26.7% | -12.7% |
| YTD | +5.9% | -10.5% | +16.4% | +3.5% |
| 1Y | +7.6% | -11.0% | +18.6% | +5.2% |
| All | +7.6% | -18.4% | +26.0% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling