+10.7%
EIX vs RMBS
+19.9%
-9.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.2% |
| 7D | +4.1% | +3.5% | +0.6% | +4.1% |
| 30D | -15.3% | -8.6% | -6.7% | -15.4% |
| 3M | -18.4% | -40.3% | +21.9% | -18.6% |
| 6M | -16.8% | -1.0% | -15.9% | -17.4% |
| YTD | -0.6% | -4.6% | +4.1% | -1.5% |
| 1Y | +10.7% | +17.6% | -6.9% | +9.7% |
| All | +10.7% | +19.9% | -9.2% | +9.7% |
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