+556.1%
EIX vs RMBS
+1,339.3%
-783.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | -19.1% | -0.3% | -18.7% | -19.1% |
| 30D | -16.9% | -12.2% | -4.7% | -16.4% |
| 3M | -20.0% | -49.5% | +29.5% | -17.5% |
| 6M | -21.3% | -7.1% | -14.2% | -21.9% |
| YTD | -1.7% | -7.0% | +5.3% | -2.8% |
| 1Y | +9.6% | +13.3% | -3.8% | +6.7% |
| 3Y | -3.7% | +49.2% | -52.9% | -9.1% |
| 5Y | +22.6% | +250.0% | -227.3% | +9.6% |
| 10Y | +17.7% | +495.1% | -477.4% | +1.2% |
| All | +556.1% | +1,339.3% | -783.2% | +358.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling