-1.3%
EIX vs RMBS
+55.1%
-56.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.5% |
| 7D | +0.9% | +3.0% | -2.0% | +0.8% |
| 30D | -13.5% | -14.4% | +0.9% | -13.3% |
| 3M | -15.3% | -42.8% | +27.6% | -14.2% |
| 6M | -15.3% | -1.4% | -13.9% | -16.3% |
| YTD | +2.7% | -5.4% | +8.2% | +1.3% |
| 1Y | +17.4% | +18.6% | -1.1% | +13.9% |
| 3Y | -1.3% | +57.3% | -58.6% | -6.8% |
| All | -1.3% | +55.1% | -56.4% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling